+107.3%
CELH vs ELV
+550.8%
-443.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -6.2% |
| 7D | -11.7% | -2.2% | -9.5% | -11.1% |
| 30D | +1.6% | -0.2% | +1.8% | +1.6% |
| 3M | -2.0% | -6.1% | +4.2% | -0.7% |
| 6M | -36.2% | +42.8% | -79.0% | -42.6% |
| YTD | -39.6% | +14.4% | -54.0% | -42.7% |
| 1Y | -50.7% | +28.6% | -79.3% | -54.9% |
| 3Y | -58.9% | -7.4% | -51.5% | -59.6% |
| 5Y | -5.4% | +14.5% | -19.9% | -12.3% |
| 10Y | +3,848.6% | +257.4% | +3,591.1% | +2,658.7% |
| All | +107.3% | +550.8% | -443.5% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling