+3,733.8%
CELH vs ALM
+2,589.2%
+1,144.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.7% | +2.5% |
| 7D | -11.2% | -11.8% | +0.6% | -10.8% |
| 30D | -1.4% | +7.8% | -9.2% | -1.8% |
| 3M | -4.2% | -9.3% | +5.1% | -4.1% |
| 6M | -40.5% | -30.5% | -10.0% | -40.1% |
| YTD | -40.5% | +75.8% | -116.3% | -42.5% |
| 1Y | -53.0% | +241.2% | -294.2% | -56.0% |
| 3Y | -59.1% | +1,872.6% | -1,931.7% | -65.5% |
| 5Y | -10.7% | +849.6% | -860.3% | -23.2% |
| All | +3,733.8% | +2,589.2% | +1,144.6% | +2,947.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling