-12.6%
CELH vs APA
+169.7%
-182.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | -15.8% | +0.8% | -16.5% | -15.9% |
| 30D | -5.2% | +9.6% | -14.8% | -7.0% |
| 3M | -6.1% | +18.0% | -24.1% | -9.8% |
| 6M | -40.9% | +41.9% | -82.7% | -46.6% |
| YTD | -41.8% | +86.3% | -128.1% | -51.3% |
| 1Y | -52.6% | +97.9% | -150.5% | -61.7% |
| 3Y | -60.4% | +12.8% | -73.2% | -63.5% |
| 5Y | -12.6% | +177.2% | -189.8% | -30.8% |
| All | -12.6% | +169.7% | -182.3% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling