+121.7%
CELH vs EMR
+486.2%
-364.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.1% | -3.4% |
| 7D | -3.8% | +3.1% | -6.8% | -4.9% |
| 30D | +6.4% | -3.5% | +10.0% | +7.9% |
| 3M | +5.6% | +9.8% | -4.2% | +1.8% |
| 6M | -31.1% | +10.8% | -41.9% | -34.2% |
| YTD | -35.4% | +15.9% | -51.3% | -39.6% |
| 1Y | -46.9% | +16.4% | -63.3% | -50.5% |
| 3Y | -56.0% | +62.1% | -118.1% | -64.3% |
| 5Y | +1.2% | +62.9% | -61.7% | -17.6% |
| 10Y | +4,043.9% | +267.8% | +3,776.2% | +2,474.2% |
| All | +121.7% | +486.2% | -364.5% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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