+3,733.8%
CELH vs ESI
+312.8%
+3,421.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -11.2% | -4.6% | -6.6% | -9.3% |
| 30D | -1.4% | -10.5% | +9.1% | +3.1% |
| 3M | -4.2% | -19.8% | +15.7% | +3.2% |
| 6M | -40.5% | +5.8% | -46.3% | -45.3% |
| YTD | -40.5% | +38.3% | -78.8% | -52.7% |
| 1Y | -53.0% | +31.5% | -84.5% | -61.9% |
| 3Y | -59.1% | +80.7% | -139.7% | -73.1% |
| 5Y | -10.7% | +69.4% | -80.1% | -38.4% |
| All | +3,733.8% | +312.8% | +3,421.0% | +1,890.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling