-49.5%
CELH vs ESI
+44.5%
-94.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.1% |
| 7D | -7.0% | +3.3% | -10.4% | -7.2% |
| 30D | +5.2% | -5.9% | +11.0% | +5.6% |
| 3M | +10.5% | -14.1% | +24.6% | +10.5% |
| 6M | -32.7% | +6.6% | -39.3% | -37.2% |
| YTD | -33.0% | +45.0% | -78.0% | -43.9% |
| 1Y | -49.5% | +41.5% | -91.0% | -57.5% |
| All | -49.5% | +44.5% | -94.1% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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