+3,733.8%
CELH vs EOG
+121.1%
+3,612.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -11.2% | +1.5% | -12.7% | -11.4% |
| 30D | -1.4% | +2.9% | -4.4% | -2.0% |
| 3M | -4.2% | +8.7% | -12.9% | -6.0% |
| 6M | -40.5% | +12.9% | -53.4% | -42.3% |
| YTD | -40.5% | +43.8% | -84.3% | -45.1% |
| 1Y | -53.0% | +27.1% | -80.1% | -55.6% |
| 3Y | -59.1% | +25.9% | -85.0% | -61.6% |
| 5Y | -10.7% | +177.9% | -188.6% | -28.2% |
| All | +3,733.8% | +121.1% | +3,612.7% | +2,919.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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