-42.2%
CELH vs AS
+114.1%
-156.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.7% | -2.9% |
| 7D | -3.8% | -2.6% | -1.2% | -3.2% |
| 30D | +6.4% | -22.1% | +28.6% | +13.2% |
| 3M | +5.6% | -15.3% | +20.9% | +10.1% |
| 6M | -31.1% | -15.6% | -15.6% | -28.4% |
| YTD | -35.4% | -23.2% | -12.2% | -31.6% |
| 1Y | -46.9% | -21.7% | -25.2% | -44.2% |
| All | -42.2% | +114.1% | -156.3% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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