+3,733.8%
CELH vs ALNY
+260.0%
+3,473.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -11.2% | -6.5% | -4.7% | -10.2% |
| 30D | -1.4% | +11.0% | -12.5% | -3.2% |
| 3M | -4.2% | -14.1% | +9.9% | -2.8% |
| 6M | -40.5% | -22.4% | -18.1% | -38.7% |
| YTD | -40.5% | -37.5% | -3.0% | -36.6% |
| 1Y | -53.0% | -46.9% | -6.1% | -48.7% |
| 3Y | -59.1% | +22.1% | -81.1% | -62.6% |
| 5Y | -10.7% | +31.2% | -41.9% | -21.3% |
| All | +3,733.8% | +260.0% | +3,473.8% | +2,959.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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