+1,969.7%
CELH vs ESTC
+19.3%
+1,950.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -2.5% |
| 7D | -15.8% | -13.2% | -2.6% | -11.7% |
| 30D | -5.2% | +9.3% | -14.5% | -9.2% |
| 3M | -6.1% | +37.3% | -43.5% | -16.9% |
| 6M | -40.9% | +61.0% | -101.9% | -51.1% |
| YTD | -41.8% | +10.7% | -52.4% | -46.2% |
| 1Y | -52.6% | -7.2% | -45.5% | -54.0% |
| 3Y | -60.4% | +7.2% | -67.6% | -68.6% |
| 5Y | -12.6% | -47.7% | +35.1% | -16.8% |
| All | +1,969.7% | +19.3% | +1,950.4% | +1,327.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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