-36.6%
CELH vs AS
+123.4%
-160.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +0.8% | -4.9% | +5.7% | +2.2% |
| 30D | +19.3% | +3.9% | +15.4% | +18.2% |
| 3M | +12.6% | -9.6% | +22.2% | +15.4% |
| 6M | +16.4% | -8.7% | +25.0% | +18.8% |
| YTD | -29.1% | -19.8% | -9.3% | -25.8% |
| 1Y | -26.3% | -1.5% | -24.8% | -26.8% |
| All | -36.6% | +123.4% | -160.0% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling