+121.7%
CELH vs EL
+541.2%
-419.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.8% |
| 7D | -3.8% | +1.7% | -5.5% | -4.5% |
| 30D | +6.4% | +15.5% | -9.0% | +0.1% |
| 3M | +5.6% | +20.6% | -15.0% | -2.1% |
| 6M | -31.1% | +10.5% | -41.6% | -34.3% |
| YTD | -35.4% | -1.9% | -33.5% | -36.3% |
| 1Y | -46.9% | +16.1% | -63.0% | -51.1% |
| 3Y | -56.0% | -30.2% | -25.8% | -54.5% |
| 5Y | +1.2% | -67.4% | +68.6% | +46.4% |
| 10Y | +4,043.9% | +31.2% | +4,012.7% | +3,522.8% |
| All | +121.7% | +541.2% | -419.5% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling