-59.1%
CELH vs EFV
+90.2%
-149.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.2% |
| 7D | -11.2% | -0.8% | -10.4% | -10.5% |
| 30D | -1.4% | +0.6% | -2.1% | -1.9% |
| 3M | -4.2% | +7.5% | -11.7% | -9.9% |
| 6M | -40.5% | +13.0% | -53.5% | -47.0% |
| YTD | -40.5% | +18.3% | -58.8% | -49.3% |
| 1Y | -53.0% | +26.7% | -79.7% | -62.6% |
| 3Y | -59.1% | +89.6% | -148.6% | -79.6% |
| All | -59.1% | +90.2% | -149.3% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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