-53.0%
CELH vs ELAN
+25.6%
-78.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.9% | +2.0% |
| 7D | -11.2% | -5.4% | -5.8% | -10.4% |
| 30D | -1.4% | +4.7% | -6.1% | -1.8% |
| 3M | -4.2% | -3.7% | -0.5% | -2.9% |
| 6M | -40.5% | -1.2% | -39.3% | -40.1% |
| YTD | -40.5% | +2.4% | -42.9% | -40.6% |
| 1Y | -53.0% | +23.4% | -76.4% | -55.3% |
| All | -53.0% | +25.6% | -78.6% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling