+4,242.0%
CELH vs APD
+191.9%
+4,050.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +0.8% | +3.8% | -3.0% | -0.9% |
| 30D | +19.3% | +8.2% | +11.1% | +15.0% |
| 3M | +12.6% | +4.3% | +8.4% | +10.3% |
| 6M | +16.4% | +4.7% | +11.7% | +13.2% |
| YTD | -29.1% | +31.5% | -60.7% | -39.2% |
| 1Y | -26.3% | +23.5% | -49.9% | -35.1% |
| 3Y | -40.1% | +29.1% | -69.2% | -52.0% |
| 5Y | +16.7% | +15.9% | +0.8% | -1.8% |
| All | +4,242.0% | +191.9% | +4,050.1% | +2,311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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