-53.0%
CELH vs ECL
+3.7%
-56.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.0% |
| 7D | -11.2% | -1.1% | -10.1% | -10.4% |
| 30D | -1.4% | -0.8% | -0.6% | -0.5% |
| 3M | -4.2% | +5.0% | -9.2% | -6.1% |
| 6M | -40.5% | +0.2% | -40.7% | -40.2% |
| YTD | -40.5% | +5.8% | -46.3% | -42.0% |
| 1Y | -53.0% | +1.5% | -54.5% | -53.8% |
| All | -53.0% | +3.7% | -56.7% | -53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling