+3,733.8%
CELH vs EFX
+42.6%
+3,691.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | -11.2% | -4.5% | -6.7% | -9.1% |
| 30D | -1.4% | -6.1% | +4.6% | +1.6% |
| 3M | -4.2% | +6.2% | -10.4% | -7.0% |
| 6M | -40.5% | -11.2% | -29.3% | -37.6% |
| YTD | -40.5% | -21.4% | -19.1% | -34.8% |
| 1Y | -53.0% | -34.3% | -18.7% | -43.9% |
| 3Y | -59.1% | -12.5% | -46.5% | -59.7% |
| 5Y | -10.7% | -35.6% | +24.9% | +0.6% |
| All | +3,733.8% | +42.6% | +3,691.2% | +3,015.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling