-59.9%
CELH vs EL
-34.4%
-25.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.3% | -3.0% |
| 7D | -15.8% | -4.4% | -11.4% | -14.6% |
| 30D | -5.2% | +10.3% | -15.5% | -8.0% |
| 3M | -6.1% | +13.4% | -19.5% | -9.4% |
| 6M | -40.9% | +3.1% | -43.9% | -41.9% |
| YTD | -41.8% | -6.9% | -34.9% | -41.8% |
| 1Y | -52.6% | +11.9% | -64.5% | -54.7% |
| All | -59.9% | -34.4% | -25.5% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling