+3,883.4%
CELH vs ELF
+303.8%
+3,579.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.8% |
| 7D | -11.2% | -11.6% | +0.4% | -7.8% |
| 30D | -1.4% | +4.6% | -6.1% | -2.8% |
| 3M | -4.2% | +59.7% | -63.9% | -17.4% |
| 6M | -40.5% | +21.2% | -61.7% | -44.5% |
| YTD | -40.5% | +27.4% | -67.9% | -45.7% |
| 1Y | -53.0% | -29.8% | -23.2% | -49.3% |
| 3Y | -59.1% | -28.5% | -30.6% | -60.3% |
| 5Y | -10.7% | +220.0% | -230.8% | -46.9% |
| All | +3,883.4% | +303.8% | +3,579.6% | +1,833.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling