+29,372.7%
CELH vs ALM
+3,551.9%
+25,820.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.1% | +1.7% |
| 7D | +0.8% | +1.2% | -0.4% | +0.8% |
| 30D | +19.3% | -19.3% | +38.7% | +19.3% |
| 3M | +12.6% | -40.6% | +53.3% | +12.6% |
| 6M | +16.4% | -57.9% | +74.3% | +16.4% |
| YTD | -29.1% | -6.7% | -22.4% | -29.1% |
| 1Y | -26.3% | +20.2% | -46.5% | -26.3% |
| 3Y | -40.1% | +879.4% | -919.6% | -40.0% |
| 5Y | +16.7% | +415.3% | -398.6% | +16.9% |
| 10Y | +4,466.2% | +2,100.8% | +2,365.4% | +4,508.9% |
| All | +29,372.7% | +3,551.9% | +25,820.9% | +31,156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling