-12.6%
CELH vs ALM
+856.4%
-869.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.6% | +5.9% | -3.3% |
| 7D | -15.8% | -7.1% | -8.6% | -15.5% |
| 30D | -5.2% | +24.7% | -29.9% | -6.0% |
| 3M | -6.1% | +8.3% | -14.4% | -6.7% |
| 6M | -40.9% | -22.2% | -18.7% | -40.8% |
| YTD | -41.8% | +88.1% | -129.9% | -43.6% |
| 1Y | -52.6% | +272.4% | -325.0% | -55.5% |
| 3Y | -60.4% | +2,004.1% | -2,064.5% | -66.7% |
| 5Y | -12.6% | +915.8% | -928.4% | -25.1% |
| All | -12.6% | +856.4% | -869.1% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling