+4,225.9%
CELH vs ELF
+334.6%
+3,891.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.9% | +1.3% | -2.1% |
| 7D | -3.8% | -1.2% | -2.6% | -3.5% |
| 30D | +6.4% | +5.9% | +0.5% | +4.5% |
| 3M | +5.6% | +99.5% | -94.0% | -15.1% |
| 6M | -31.1% | +26.5% | -57.7% | -36.7% |
| YTD | -35.4% | +37.2% | -72.6% | -42.4% |
| 1Y | -46.9% | -24.4% | -22.5% | -44.1% |
| 3Y | -56.0% | -23.3% | -32.7% | -58.2% |
| 5Y | +1.2% | +245.2% | -243.9% | -41.2% |
| All | +4,225.9% | +334.6% | +3,891.2% | +1,951.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling