+3,733.8%
CELH vs APA
-2.4%
+3,736.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | -11.2% | +4.6% | -15.8% | -11.8% |
| 30D | -1.4% | +11.9% | -13.4% | -3.1% |
| 3M | -4.2% | +22.5% | -26.6% | -7.6% |
| 6M | -40.5% | +37.5% | -78.0% | -44.2% |
| YTD | -40.5% | +87.2% | -127.6% | -47.1% |
| 1Y | -53.0% | +101.4% | -154.4% | -59.2% |
| 3Y | -59.1% | +16.9% | -76.0% | -62.1% |
| 5Y | -10.7% | +178.4% | -189.2% | -26.9% |
| All | +3,733.8% | -2.4% | +3,736.2% | +2,798.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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