+3,733.8%
CELH vs EIX
+19.9%
+3,713.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.7% |
| 7D | -11.2% | -1.4% | -9.9% | -10.8% |
| 30D | -1.4% | -19.3% | +17.9% | +4.8% |
| 3M | -4.2% | -21.7% | +17.5% | +3.0% |
| 6M | -40.5% | -19.8% | -20.6% | -36.7% |
| YTD | -40.5% | -3.0% | -37.4% | -41.3% |
| 1Y | -53.0% | +5.1% | -58.1% | -55.1% |
| 3Y | -59.1% | -7.0% | -52.1% | -59.9% |
| 5Y | -10.7% | +22.0% | -32.7% | -21.0% |
| All | +3,733.8% | +19.9% | +3,713.9% | +3,148.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling