-49.5%
CELH vs EOSE
-49.1%
-0.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.9% | -13.9% | -3.2% |
| 7D | -7.0% | +19.0% | -26.1% | -7.4% |
| 30D | +5.2% | +1.6% | +3.6% | +5.0% |
| 3M | +10.5% | -52.0% | +62.5% | +11.1% |
| 6M | -32.7% | -42.5% | +9.8% | -33.1% |
| YTD | -33.0% | -66.1% | +33.2% | -33.6% |
| 1Y | -49.5% | -47.1% | -2.4% | -53.7% |
| All | -49.5% | -49.1% | -0.5% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling