-48.4%
CELH vs ALM
+44.8%
-93.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.5% |
| 7D | +9.9% | -6.4% | +16.3% | +10.0% |
| 30D | +11.7% | -35.0% | +46.7% | +13.0% |
| 3M | +4.1% | -33.8% | +37.9% | +5.3% |
| 6M | -8.4% | -55.0% | +46.6% | -6.7% |
| YTD | -32.8% | -0.2% | -32.5% | -29.4% |
| 1Y | -48.4% | +41.8% | -90.1% | -40.8% |
| All | -48.4% | +44.8% | -93.2% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling