+121.7%
CELH vs APA
-10.0%
+131.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -4.0% |
| 7D | -3.8% | -1.7% | -2.1% | -3.5% |
| 30D | +6.4% | +15.7% | -9.3% | +3.1% |
| 3M | +5.6% | +16.5% | -10.9% | +1.3% |
| 6M | -31.1% | +35.1% | -66.2% | -36.9% |
| YTD | -35.4% | +82.2% | -117.6% | -44.8% |
| 1Y | -46.9% | +102.5% | -149.3% | -56.4% |
| 3Y | -56.0% | +10.3% | -66.3% | -59.9% |
| 5Y | +1.2% | +166.1% | -164.9% | -25.6% |
| 10Y | +4,043.9% | -4.9% | +4,048.8% | +3,113.3% |
| All | +121.7% | -10.0% | +131.7% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling