+3,650.7%
CELH vs ES
+83.3%
+3,567.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -2.9% |
| 7D | -15.8% | -3.5% | -12.3% | -14.6% |
| 30D | -5.2% | -3.0% | -2.2% | -4.1% |
| 3M | -6.1% | -0.3% | -5.9% | -5.9% |
| 6M | -40.9% | -5.2% | -35.7% | -39.8% |
| YTD | -41.8% | +4.8% | -46.6% | -43.0% |
| 1Y | -52.6% | +12.7% | -65.3% | -55.3% |
| 3Y | -60.4% | +27.5% | -87.9% | -65.1% |
| 5Y | -12.6% | -4.7% | -8.0% | -14.0% |
| All | +3,650.7% | +83.3% | +3,567.4% | +3,388.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ES 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling