+130.0%
CELH vs ES
+404.7%
-274.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | -7.0% | +0.3% | -7.3% | -7.1% |
| 30D | +5.2% | -2.0% | +7.1% | +6.2% |
| 3M | +10.5% | +1.7% | +8.8% | +9.6% |
| 6M | -32.7% | -3.5% | -29.2% | -31.8% |
| YTD | -33.0% | +7.9% | -40.9% | -35.7% |
| 1Y | -49.5% | +17.2% | -66.7% | -53.9% |
| 3Y | -52.6% | +29.3% | -81.9% | -59.8% |
| 5Y | +5.2% | -5.7% | +11.0% | +3.0% |
| 10Y | +4,178.1% | +85.2% | +4,092.9% | +2,729.1% |
| All | +130.0% | +404.7% | -274.8% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling