+4,171.0%
CELH vs ES
+96.6%
+4,074.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.3% | -3.8% |
| 7D | +6.2% | -1.1% | +7.2% | +6.5% |
| 30D | +14.2% | +8.2% | +6.0% | +10.5% |
| 3M | +15.5% | +0.6% | +14.8% | +14.9% |
| 6M | +7.7% | +6.0% | +1.7% | +4.9% |
| YTD | -30.3% | +9.3% | -39.6% | -33.1% |
| 1Y | -29.0% | +1.1% | -30.1% | -30.2% |
| 3Y | -44.5% | +51.9% | -96.5% | -54.8% |
| 5Y | +14.8% | +6.5% | +8.3% | +7.8% |
| All | +4,171.0% | +96.6% | +4,074.4% | +3,345.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling