+3,650.7%
CELH vs APD
+168.7%
+3,482.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.4% |
| 7D | -15.8% | -3.5% | -12.3% | -14.3% |
| 30D | -5.2% | -5.1% | -0.1% | -2.9% |
| 3M | -6.1% | +6.9% | -13.0% | -9.3% |
| 6M | -40.9% | +8.1% | -48.9% | -43.6% |
| YTD | -41.8% | +21.2% | -63.0% | -48.0% |
| 1Y | -52.6% | +4.9% | -57.5% | -55.2% |
| 3Y | -60.4% | +6.3% | -66.7% | -64.6% |
| 5Y | -12.6% | +24.3% | -36.9% | -29.5% |
| All | +3,650.7% | +168.7% | +3,482.0% | +2,492.1% |
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