-12.6%
CELH vs ESI
+66.0%
-78.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.8% | -1.6% |
| 7D | -15.8% | -2.3% | -13.4% | -14.9% |
| 30D | -5.2% | -9.0% | +3.8% | -1.4% |
| 3M | -6.1% | -13.3% | +7.1% | -3.0% |
| 6M | -40.9% | +5.3% | -46.1% | -47.0% |
| YTD | -41.8% | +37.6% | -79.4% | -56.5% |
| 1Y | -52.6% | +33.6% | -86.2% | -64.3% |
| 3Y | -60.4% | +75.8% | -136.2% | -77.8% |
| 5Y | -12.6% | +68.6% | -81.2% | -45.8% |
| All | -12.6% | +66.0% | -78.6% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling