+27,772.7%
CELH vs ALM
+7,705.7%
+20,067.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -3.0% |
| 7D | -7.0% | -2.6% | -4.4% | -7.0% |
| 30D | +5.2% | +32.0% | -26.8% | +5.2% |
| 3M | +10.5% | -15.0% | +25.5% | +10.5% |
| 6M | -32.7% | -10.1% | -22.6% | -32.7% |
| YTD | -33.0% | +99.4% | -132.4% | -32.9% |
| 1Y | -49.5% | +316.4% | -365.9% | -49.5% |
| 3Y | -52.6% | +2,022.0% | -2,074.6% | -52.5% |
| 5Y | +5.2% | +941.2% | -936.0% | +5.4% |
| 10Y | +4,178.1% | +2,950.3% | +1,227.8% | +4,213.0% |
| All | +27,772.7% | +7,705.7% | +20,067.0% | +29,459.9% |
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