+16.4%
CELH vs ED
+16.0%
+0.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.6% |
| 7D | +0.8% | +2.1% | -1.2% | +0.7% |
| 30D | +19.3% | +10.4% | +8.9% | +17.4% |
| 3M | +12.6% | +12.5% | +0.1% | +10.5% |
| 6M | +16.4% | +14.9% | +1.5% | +13.1% |
| All | +16.4% | +16.0% | +0.3% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling