-59.1%
CELH vs EQX
+168.9%
-228.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | -11.2% | -3.2% | -8.0% | -11.0% |
| 30D | -1.4% | +7.8% | -9.2% | -2.0% |
| 3M | -4.2% | +21.3% | -25.5% | -5.5% |
| 6M | -40.5% | -22.4% | -18.0% | -40.0% |
| YTD | -40.5% | -11.3% | -29.2% | -40.4% |
| 1Y | -53.0% | +13.5% | -66.5% | -53.5% |
| 3Y | -59.1% | +162.1% | -221.2% | -63.7% |
| All | -59.1% | +168.9% | -228.0% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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