-6.1%
CELH vs ELAN
-30.9%
+24.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.9% | +1.8% |
| 7D | -11.2% | -5.4% | -5.8% | -9.5% |
| 30D | -1.4% | +4.7% | -6.1% | -2.8% |
| 3M | -4.2% | -3.7% | -0.5% | -3.0% |
| 6M | -40.5% | -1.2% | -39.3% | -41.3% |
| YTD | -40.5% | +2.4% | -42.9% | -42.4% |
| 1Y | -53.0% | +23.4% | -76.4% | -57.8% |
| 3Y | -59.1% | +96.7% | -155.7% | -72.3% |
| All | -6.1% | -30.9% | +24.8% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling