+4,171.0%
CELH vs ALLY
+172.1%
+3,998.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | +6.2% | -2.1% | +8.3% | +7.1% |
| 30D | +14.2% | +2.0% | +12.2% | +13.1% |
| 3M | +15.5% | -13.3% | +28.8% | +21.9% |
| 6M | +7.7% | -9.9% | +17.6% | +11.8% |
| YTD | -30.3% | -13.5% | -16.7% | -27.0% |
| 1Y | -29.0% | -2.8% | -26.2% | -29.2% |
| 3Y | -44.5% | +63.4% | -108.0% | -57.9% |
| 5Y | +14.8% | -10.9% | +25.7% | +10.7% |
| All | +4,171.0% | +172.1% | +3,998.9% | +3,131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling