-5.4%
CELH vs APD
+25.2%
-30.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.2% |
| 7D | -11.7% | -4.6% | -7.1% | -10.0% |
| 30D | +1.6% | -4.2% | +5.8% | +3.3% |
| 3M | -2.0% | +5.0% | -6.9% | -4.0% |
| 6M | -36.2% | +8.9% | -45.1% | -38.9% |
| YTD | -39.6% | +21.9% | -61.5% | -45.3% |
| 1Y | -50.7% | +5.6% | -56.2% | -52.6% |
| 3Y | -58.9% | +6.9% | -65.8% | -62.3% |
| 5Y | -5.4% | +25.3% | -30.7% | -30.8% |
| All | -5.4% | +25.2% | -30.6% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling