+107.3%
CELH vs EFX
+408.0%
-300.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -5.5% |
| 7D | -11.7% | -9.4% | -2.3% | -7.5% |
| 30D | +1.6% | -6.9% | +8.5% | +5.1% |
| 3M | -2.0% | +0.1% | -2.1% | -2.2% |
| 6M | -36.2% | -17.3% | -18.9% | -31.1% |
| YTD | -39.6% | -21.8% | -17.7% | -33.8% |
| 1Y | -50.7% | -32.5% | -18.1% | -42.4% |
| 3Y | -58.9% | -12.3% | -46.5% | -59.2% |
| 5Y | -5.4% | -36.6% | +31.2% | +9.4% |
| 10Y | +3,848.6% | +41.0% | +3,807.5% | +3,085.1% |
| All | +107.3% | +408.0% | -300.7% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling