-5.4%
CELH vs ALLY
-1.1%
-4.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -6.0% |
| 7D | -11.7% | -1.9% | -9.7% | -10.9% |
| 30D | +1.6% | -4.5% | +6.1% | +3.5% |
| 3M | -2.0% | -2.8% | +0.9% | -0.7% |
| 6M | -36.2% | +10.3% | -46.5% | -39.2% |
| YTD | -39.6% | -5.7% | -33.9% | -38.7% |
| 1Y | -50.7% | +3.9% | -54.6% | -52.0% |
| 3Y | -58.9% | +64.7% | -123.6% | -70.0% |
| 5Y | -5.4% | -2.6% | -2.8% | -6.4% |
| All | -5.4% | -1.1% | -4.3% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling