-49.5%
CELH vs ELF
-17.5%
-32.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -4.0% |
| 7D | -7.0% | +5.4% | -12.4% | -9.6% |
| 30D | +5.2% | +27.0% | -21.8% | -6.8% |
| 3M | +10.5% | +113.2% | -102.7% | -25.4% |
| 6M | -32.7% | +36.6% | -69.3% | -43.6% |
| YTD | -33.0% | +44.2% | -77.2% | -46.2% |
| 1Y | -49.5% | -18.0% | -31.6% | -46.1% |
| All | -49.5% | -17.5% | -32.0% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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