-59.1%
CELH vs EQIX
+42.6%
-101.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.9% | +1.9% |
| 7D | -11.2% | +0.2% | -11.4% | -11.2% |
| 30D | -1.4% | -2.5% | +1.0% | -0.9% |
| 3M | -4.2% | 0.0% | -4.1% | -4.6% |
| 6M | -40.5% | +7.6% | -48.1% | -42.2% |
| YTD | -40.5% | +37.5% | -78.0% | -46.6% |
| 1Y | -53.0% | +32.9% | -85.9% | -57.4% |
| 3Y | -59.1% | +42.8% | -101.8% | -63.7% |
| All | -59.1% | +42.6% | -101.7% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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