+3,733.8%
CELH vs ECL
+160.1%
+3,573.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.2% |
| 7D | -11.2% | -1.1% | -10.1% | -10.5% |
| 30D | -1.4% | -0.8% | -0.6% | -0.7% |
| 3M | -4.2% | +5.0% | -9.2% | -6.5% |
| 6M | -40.5% | +0.2% | -40.7% | -40.5% |
| YTD | -40.5% | +5.8% | -46.3% | -42.5% |
| 1Y | -53.0% | +1.5% | -54.5% | -53.4% |
| 3Y | -59.1% | +55.0% | -114.0% | -68.8% |
| 5Y | -10.7% | +29.3% | -40.0% | -26.8% |
| All | +3,733.8% | +160.1% | +3,573.7% | +2,765.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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