+3,733.8%
CELH vs EL
+26.1%
+3,707.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -11.2% | -6.5% | -4.7% | -8.5% |
| 30D | -1.4% | +11.1% | -12.6% | -6.2% |
| 3M | -4.2% | +10.7% | -14.9% | -8.3% |
| 6M | -40.5% | +6.9% | -47.3% | -42.6% |
| YTD | -40.5% | -6.3% | -34.2% | -40.3% |
| 1Y | -53.0% | +13.5% | -66.5% | -56.8% |
| 3Y | -59.1% | -33.1% | -26.0% | -56.2% |
| 5Y | -10.7% | -68.8% | +58.0% | +45.7% |
| All | +3,733.8% | +26.1% | +3,707.7% | +3,852.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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