-59.1%
CELH vs ENTG
+45.4%
-104.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | +0.1% | +1.8% |
| 7D | -11.2% | +1.2% | -12.4% | -11.4% |
| 30D | -1.4% | -12.9% | +11.4% | +0.7% |
| 3M | -4.2% | -3.1% | -1.1% | -6.1% |
| 6M | -40.5% | +21.0% | -61.5% | -45.7% |
| YTD | -40.5% | +67.0% | -107.5% | -50.8% |
| 1Y | -53.0% | +68.6% | -121.6% | -61.7% |
| 3Y | -59.1% | +48.6% | -107.7% | -68.0% |
| All | -59.1% | +45.4% | -104.5% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 3y: compounded portfolio wealth divided by compounded ENTG 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…
3y analysis · Full analysis span regression · 6 months rolling