-12.6%
CELH vs ENB
+61.9%
-74.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.2% | -1.5% |
| 7D | -15.8% | -4.6% | -11.2% | -13.5% |
| 30D | -5.2% | -5.2% | 0.0% | -2.5% |
| 3M | -6.1% | -13.4% | +7.3% | +1.1% |
| 6M | -40.9% | -7.8% | -33.1% | -39.1% |
| YTD | -41.8% | +4.9% | -46.7% | -45.4% |
| 1Y | -52.6% | +3.2% | -55.9% | -55.2% |
| 3Y | -60.4% | +71.0% | -131.4% | -75.7% |
| 5Y | -12.6% | +64.0% | -76.6% | -39.4% |
| All | -12.6% | +61.9% | -74.6% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 5y: compounded portfolio wealth divided by compounded ENB 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…
5y analysis · Full analysis span regression · 6 months rolling