+130.0%
CELH vs ECL
+694.6%
-564.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -7.0% | -2.6% | -4.4% | -5.6% |
| 30D | +5.2% | -2.2% | +7.3% | +6.8% |
| 3M | +10.5% | +10.1% | +0.4% | +5.0% |
| 6M | -32.7% | -5.7% | -27.0% | -30.4% |
| YTD | -33.0% | +7.0% | -39.9% | -35.5% |
| 1Y | -49.5% | +2.7% | -52.2% | -50.3% |
| 3Y | -52.6% | +57.7% | -110.4% | -63.6% |
| 5Y | +5.2% | +31.1% | -25.9% | -10.9% |
| 10Y | +4,178.1% | +150.9% | +4,027.3% | +2,493.5% |
| All | +130.0% | +694.6% | -564.6% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling