-40.1%
CELH vs ECL
+79.8%
-119.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.7% |
| 7D | +0.8% | +2.9% | -2.0% | -0.9% |
| 30D | +19.3% | +7.5% | +11.8% | +13.9% |
| 3M | +12.6% | +12.2% | +0.4% | +4.9% |
| 6M | +16.4% | +24.6% | -8.2% | +2.4% |
| YTD | -29.1% | +18.8% | -47.9% | -36.1% |
| 1Y | -26.3% | +19.3% | -45.7% | -33.9% |
| 3Y | -40.1% | +78.2% | -118.3% | -49.9% |
| All | -40.1% | +79.8% | -119.9% | -49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling