+277.2%
CELH vs JAAA
+29.3%
+247.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.6% | -3.7% |
| 7D | -15.8% | +0.1% | -15.8% | -15.7% |
| 30D | -5.2% | +0.4% | -5.6% | -4.8% |
| 3M | -6.1% | +1.2% | -7.3% | -5.1% |
| 6M | -40.9% | +2.7% | -43.5% | -39.4% |
| YTD | -41.8% | +3.2% | -45.0% | -40.0% |
| 1Y | -52.6% | +4.8% | -57.5% | -50.3% |
| 3Y | -60.4% | +19.0% | -79.3% | -47.6% |
| 5Y | -12.6% | +26.8% | -39.4% | +37.0% |
| All | +277.2% | +29.3% | +247.9% | +426.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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