-59.1%
CELH vs EQH
+100.2%
-159.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.9% |
| 7D | -11.2% | +0.7% | -11.9% | -11.4% |
| 30D | -1.4% | +2.8% | -4.3% | -2.3% |
| 3M | -4.2% | +23.1% | -27.2% | -10.1% |
| 6M | -40.5% | +41.4% | -81.9% | -46.6% |
| YTD | -40.5% | +14.3% | -54.7% | -43.6% |
| 1Y | -53.0% | +1.6% | -54.6% | -54.1% |
| 3Y | -59.1% | +102.7% | -161.8% | -70.2% |
| All | -59.1% | +100.2% | -159.3% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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