+104.1%
CELH vs EME
+2,824.5%
-2,720.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +1.3% |
| 7D | -11.2% | +3.5% | -14.7% | -11.9% |
| 30D | -1.4% | -6.3% | +4.9% | -0.2% |
| 3M | -4.2% | -3.8% | -0.4% | -4.3% |
| 6M | -40.5% | +8.5% | -49.0% | -42.5% |
| YTD | -40.5% | +27.8% | -68.3% | -45.0% |
| 1Y | -53.0% | +22.2% | -75.2% | -56.2% |
| 3Y | -59.1% | +253.5% | -312.5% | -71.0% |
| 5Y | -10.7% | +578.6% | -589.3% | -45.2% |
| 10Y | +3,788.6% | +1,355.6% | +2,433.0% | +2,018.2% |
| All | +104.1% | +2,824.5% | -2,720.3% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling