-12.6%
CELH vs ELF
+217.8%
-230.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.7% | -2.0% |
| 7D | -15.8% | -10.8% | -4.9% | -12.0% |
| 30D | -5.2% | +0.8% | -6.0% | -5.5% |
| 3M | -6.1% | +64.8% | -70.9% | -22.7% |
| 6M | -40.9% | +19.0% | -59.8% | -45.5% |
| YTD | -41.8% | +25.9% | -67.7% | -47.9% |
| 1Y | -52.6% | -28.8% | -23.9% | -48.6% |
| 3Y | -60.4% | -29.6% | -30.8% | -63.1% |
| 5Y | -12.6% | +216.2% | -228.9% | -79.0% |
| All | -12.6% | +217.8% | -230.5% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling