+121.7%
CELH vs EIX
+177.5%
-55.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.5% | -8.1% | -5.5% |
| 7D | -3.8% | +0.9% | -4.7% | -4.4% |
| 30D | +6.4% | -13.5% | +20.0% | +10.9% |
| 3M | +5.6% | -15.3% | +20.8% | +10.9% |
| 6M | -31.1% | -15.3% | -15.8% | -27.9% |
| YTD | -35.4% | +2.7% | -38.1% | -38.0% |
| 1Y | -46.9% | +17.4% | -64.3% | -52.1% |
| 3Y | -56.0% | -1.3% | -54.7% | -58.2% |
| 5Y | +1.2% | +27.2% | -26.0% | -14.9% |
| 10Y | +4,043.9% | +22.7% | +4,021.2% | +3,205.0% |
| All | +121.7% | +177.5% | -55.8% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EIX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling