-58.4%
CELH vs ED
+34.3%
-92.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.4% |
| 7D | -11.7% | -0.2% | -11.5% | -11.6% |
| 30D | +1.6% | +1.9% | -0.4% | +1.5% |
| 3M | -2.0% | +1.9% | -3.8% | -2.1% |
| 6M | -36.2% | -2.3% | -33.9% | -36.2% |
| YTD | -39.6% | +10.9% | -50.5% | -40.1% |
| 1Y | -50.7% | +14.5% | -65.2% | -51.4% |
| All | -58.4% | +34.3% | -92.7% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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