+143.1%
CELH vs ED
+468.6%
-325.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.1% |
| 7D | +0.8% | +2.1% | -1.2% | 0.0% |
| 30D | +19.3% | +10.4% | +8.9% | +14.3% |
| 3M | +12.6% | +12.5% | +0.1% | +7.1% |
| 6M | +16.4% | +14.9% | +1.5% | +9.4% |
| YTD | -29.1% | +24.8% | -54.0% | -35.9% |
| 1Y | -26.3% | +23.8% | -50.2% | -33.4% |
| 3Y | -40.1% | +51.6% | -91.8% | -51.6% |
| 5Y | +16.7% | +86.4% | -69.7% | -15.7% |
| 10Y | +4,466.2% | +145.4% | +4,320.8% | +2,663.9% |
| All | +143.1% | +468.6% | -325.5% | +8.2% |
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