+3,733.8%
CELH vs ELV
+280.2%
+3,453.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -11.2% | +3.2% | -14.4% | -12.1% |
| 30D | -1.4% | +5.4% | -6.8% | -3.1% |
| 3M | -4.2% | +5.4% | -9.5% | -6.2% |
| 6M | -40.5% | +45.7% | -86.2% | -47.9% |
| YTD | -40.5% | +21.2% | -61.7% | -45.2% |
| 1Y | -53.0% | +35.6% | -88.6% | -58.5% |
| 3Y | -59.1% | -2.0% | -57.0% | -60.6% |
| 5Y | -10.7% | +26.0% | -36.7% | -21.3% |
| All | +3,733.8% | +280.2% | +3,453.6% | +2,728.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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