+291.4%
CELH vs EOSE
-60.2%
+351.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -3.3% |
| 7D | -15.8% | +14.0% | -29.8% | -16.9% |
| 30D | -5.2% | -5.9% | +0.7% | -5.1% |
| 3M | -6.1% | -34.3% | +28.1% | -3.7% |
| 6M | -40.9% | -37.8% | -3.1% | -40.1% |
| YTD | -41.8% | -65.2% | +23.4% | -39.1% |
| 1Y | -52.6% | -41.9% | -10.7% | -54.1% |
| 3Y | -60.4% | +44.6% | -104.9% | -69.4% |
| 5Y | -12.6% | -69.2% | +56.5% | -31.0% |
| All | +291.4% | -60.2% | +351.6% | +238.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling