-56.0%
CELH vs ALLY
+69.8%
-125.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.6% |
| 7D | -3.8% | +1.0% | -4.8% | -4.0% |
| 30D | +6.4% | -3.3% | +9.7% | +7.4% |
| 3M | +5.6% | +0.5% | +5.1% | +5.6% |
| 6M | -31.1% | +12.6% | -43.7% | -33.6% |
| YTD | -35.4% | -4.7% | -30.7% | -34.8% |
| 1Y | -46.9% | +5.2% | -52.1% | -47.9% |
| 3Y | -56.0% | +66.5% | -122.5% | -60.6% |
| All | -56.0% | +69.8% | -125.8% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling