-58.4%
CELH vs ECL
+54.1%
-112.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -5.2% |
| 7D | -11.7% | -2.7% | -8.9% | -10.1% |
| 30D | +1.6% | -4.3% | +5.9% | +4.5% |
| 3M | -2.0% | +3.2% | -5.2% | -3.1% |
| 6M | -36.2% | -2.9% | -33.3% | -34.9% |
| YTD | -39.6% | +4.3% | -43.8% | -40.7% |
| 1Y | -50.7% | +1.6% | -52.3% | -51.0% |
| All | -58.4% | +54.1% | -112.5% | -65.3% |
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