-6.1%
CELH vs AWK
-17.6%
+11.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.8% | +3.0% |
| 7D | -11.2% | -2.1% | -9.1% | -10.2% |
| 30D | -1.4% | +2.1% | -3.5% | -2.5% |
| 3M | -4.2% | +11.4% | -15.5% | -9.5% |
| 6M | -40.5% | +3.9% | -44.4% | -41.9% |
| YTD | -40.5% | +7.7% | -48.2% | -43.3% |
| 1Y | -53.0% | +1.3% | -54.3% | -53.8% |
| 3Y | -59.1% | +7.2% | -66.2% | -62.3% |
| All | -6.1% | -17.6% | +11.5% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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