+130.0%
CELH vs EIX
+165.5%
-35.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.4% |
| 7D | -7.0% | -19.1% | +12.1% | -0.1% |
| 30D | +5.2% | -16.9% | +22.1% | +11.9% |
| 3M | +10.5% | -20.0% | +30.5% | +19.0% |
| 6M | -32.7% | -21.3% | -11.4% | -27.2% |
| YTD | -33.0% | -1.7% | -31.3% | -34.4% |
| 1Y | -49.5% | +9.6% | -59.1% | -53.1% |
| 3Y | -52.6% | -3.7% | -49.0% | -54.5% |
| 5Y | +5.2% | +22.6% | -17.4% | -10.1% |
| 10Y | +4,178.1% | +17.7% | +4,160.5% | +3,377.0% |
| All | +130.0% | +165.5% | -35.5% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling