+22,070.1%
CELH vs ESI
+226.4%
+21,843.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.1% | -3.7% |
| 7D | -3.8% | +5.4% | -9.2% | -5.2% |
| 30D | +6.4% | -4.2% | +10.6% | +7.4% |
| 3M | +5.6% | -9.6% | +15.2% | +6.8% |
| 6M | -31.1% | +18.3% | -49.4% | -36.5% |
| YTD | -35.4% | +45.8% | -81.2% | -44.4% |
| 1Y | -46.9% | +39.2% | -86.0% | -53.8% |
| 3Y | -56.0% | +86.3% | -142.3% | -65.6% |
| 5Y | +1.2% | +76.2% | -75.0% | -18.7% |
| 10Y | +4,043.9% | +306.8% | +3,737.2% | +2,771.2% |
| All | +22,070.1% | +226.4% | +21,843.6% | +23,888.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling