-12.6%
CELH vs EIX
+22.7%
-35.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.2% |
| 7D | -15.8% | +0.8% | -16.6% | -16.0% |
| 30D | -5.2% | -18.8% | +13.6% | +0.9% |
| 3M | -6.1% | -19.7% | +13.6% | +0.2% |
| 6M | -40.9% | -18.2% | -22.6% | -37.5% |
| YTD | -41.8% | -1.7% | -40.0% | -43.2% |
| 1Y | -52.6% | +7.8% | -60.4% | -55.8% |
| 3Y | -60.4% | -5.6% | -54.8% | -61.9% |
| 5Y | -12.6% | +23.7% | -36.3% | -9.6% |
| All | -12.6% | +22.7% | -35.3% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling