-53.0%
CELH vs ES
+11.9%
-65.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | -11.2% | -3.6% | -7.7% | -10.6% |
| 30D | -1.4% | -4.2% | +2.8% | -0.7% |
| 3M | -4.2% | +0.1% | -4.3% | -3.6% |
| 6M | -40.5% | -6.2% | -34.2% | -39.9% |
| YTD | -40.5% | +4.1% | -44.6% | -39.8% |
| 1Y | -53.0% | +10.2% | -63.2% | -51.6% |
| All | -53.0% | +11.9% | -65.0% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling