+3,733.8%
CELH vs APTV
-16.1%
+3,749.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | -11.2% | -5.0% | -6.2% | -9.3% |
| 30D | -1.4% | -6.1% | +4.6% | +1.0% |
| 3M | -4.2% | -33.0% | +28.8% | +11.6% |
| 6M | -40.5% | -35.2% | -5.2% | -30.6% |
| YTD | -40.5% | -40.1% | -0.3% | -28.9% |
| 1Y | -53.0% | -45.6% | -7.4% | -41.6% |
| 3Y | -59.1% | -54.4% | -4.7% | -47.7% |
| 5Y | -10.7% | -68.9% | +58.2% | +32.4% |
| All | +3,733.8% | -16.1% | +3,749.9% | +5,341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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