+130.0%
CELH vs ED
+404.2%
-274.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.4% |
| 7D | -7.0% | -0.2% | -6.8% | -6.9% |
| 30D | +5.2% | -0.1% | +5.3% | +5.2% |
| 3M | +10.5% | +3.9% | +6.6% | +8.5% |
| 6M | -32.7% | -3.0% | -29.7% | -32.1% |
| YTD | -33.0% | +10.7% | -43.7% | -36.2% |
| 1Y | -49.5% | +13.3% | -62.9% | -52.7% |
| 3Y | -52.6% | +34.5% | -87.1% | -59.8% |
| 5Y | +5.2% | +67.1% | -61.9% | -20.5% |
| 10Y | +4,178.1% | +103.0% | +4,075.1% | +2,723.3% |
| All | +130.0% | +404.2% | -274.3% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling