+3,650.7%
CELH vs AR
+44.6%
+3,606.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -15.8% | -1.3% | -14.4% | -15.6% |
| 30D | -5.2% | +3.5% | -8.7% | -5.6% |
| 3M | -6.1% | +9.9% | -16.0% | -7.3% |
| 6M | -40.9% | +4.5% | -45.4% | -41.4% |
| YTD | -41.8% | +13.7% | -55.4% | -43.0% |
| 1Y | -52.6% | +19.2% | -71.9% | -54.0% |
| 3Y | -60.4% | +46.2% | -106.5% | -63.0% |
| 5Y | -12.6% | +145.9% | -158.5% | -22.9% |
| All | +3,650.7% | +44.6% | +3,606.1% | +3,174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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