-12.6%
CELH vs EL
-69.5%
+56.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.3% | -2.6% |
| 7D | -15.8% | -4.4% | -11.4% | -14.0% |
| 30D | -5.2% | +10.3% | -15.5% | -9.6% |
| 3M | -6.1% | +13.4% | -19.5% | -11.3% |
| 6M | -40.9% | +3.1% | -43.9% | -42.2% |
| YTD | -41.8% | -6.9% | -34.9% | -41.5% |
| 1Y | -52.6% | +11.9% | -64.5% | -56.4% |
| 3Y | -60.4% | -33.8% | -26.6% | -55.9% |
| 5Y | -12.6% | -69.0% | +56.3% | +98.3% |
| All | -12.6% | -69.5% | +56.8% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling