+3,733.8%
CELH vs EME
+1,362.1%
+2,371.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +0.6% |
| 7D | -11.2% | +3.5% | -14.7% | -12.4% |
| 30D | -1.4% | -6.3% | +4.9% | +0.7% |
| 3M | -4.2% | -3.8% | -0.4% | -4.5% |
| 6M | -40.5% | +8.5% | -49.0% | -44.3% |
| YTD | -40.5% | +27.8% | -68.3% | -48.6% |
| 1Y | -53.0% | +22.2% | -75.2% | -59.0% |
| 3Y | -59.1% | +253.5% | -312.5% | -79.8% |
| 5Y | -10.7% | +578.6% | -589.3% | -68.3% |
| All | +3,733.8% | +1,362.1% | +2,371.7% | +987.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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