+143.1%
CELH vs APA
+0.7%
+142.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.3% |
| 7D | +0.8% | +8.5% | -7.7% | -0.9% |
| 30D | +19.3% | +2.8% | +16.5% | +18.4% |
| 3M | +12.6% | +21.7% | -9.1% | +7.6% |
| 6M | +16.4% | +32.6% | -16.2% | +7.9% |
| YTD | -29.1% | +103.7% | -132.8% | -41.1% |
| 1Y | -26.3% | +101.8% | -128.1% | -38.8% |
| 3Y | -40.1% | +48.1% | -88.2% | -49.0% |
| 5Y | +16.7% | +91.9% | -75.2% | -8.2% |
| 10Y | +4,466.2% | +8.4% | +4,457.8% | +3,337.5% |
| All | +143.1% | +0.7% | +142.5% | +131.1% |
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