-58.4%
CELH vs ALM
+2,150.5%
-2,208.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -6.4% |
| 7D | -11.7% | +3.6% | -15.3% | -11.8% |
| 30D | +1.6% | +33.8% | -32.2% | +0.5% |
| 3M | -2.0% | +14.8% | -16.7% | -2.7% |
| 6M | -36.2% | -7.0% | -29.2% | -36.5% |
| YTD | -39.6% | +108.1% | -147.6% | -41.3% |
| 1Y | -50.7% | +313.8% | -364.4% | -53.3% |
| All | -58.4% | +2,150.5% | -2,208.9% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling