+1.4%
CELH vs ES
+3.8%
-2.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | +7.4% | +0.1% | +7.3% | +7.3% |
| 30D | +16.4% | +6.7% | +9.7% | +13.5% |
| 3M | +17.6% | +0.3% | +17.3% | +17.3% |
| 6M | +7.8% | +7.4% | +0.4% | +4.9% |
| YTD | -27.8% | +8.4% | -36.2% | -30.1% |
| 1Y | -24.4% | +0.6% | -25.1% | -25.3% |
| 3Y | -42.5% | +50.6% | -93.2% | -52.9% |
| 5Y | +1.4% | +4.8% | -3.4% | -5.0% |
| All | +1.4% | +3.8% | -2.4% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling