+4,046.0%
CELH vs AWK
+966.9%
+3,079.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -11.7% | +0.6% | -12.3% | -11.9% |
| 30D | +1.6% | +4.3% | -2.7% | -0.5% |
| 3M | -2.0% | +12.5% | -14.5% | -7.7% |
| 6M | -36.2% | +3.3% | -39.5% | -37.5% |
| YTD | -39.6% | +9.8% | -49.3% | -42.9% |
| 1Y | -50.7% | +2.9% | -53.6% | -52.0% |
| 3Y | -58.9% | +9.6% | -68.5% | -62.2% |
| 5Y | -5.4% | -16.7% | +11.3% | +0.3% |
| 10Y | +3,848.6% | +136.1% | +3,712.5% | +2,328.0% |
| All | +4,046.0% | +966.9% | +3,079.1% | +1,222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling