-58.4%
CELH vs ESTC
+11.0%
-69.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -6.2% |
| 7D | -11.7% | -3.3% | -8.3% | -11.3% |
| 30D | +1.6% | +13.4% | -11.9% | -0.5% |
| 3M | -2.0% | +41.3% | -43.3% | -6.7% |
| 6M | -36.2% | +62.6% | -98.8% | -40.6% |
| YTD | -39.6% | +14.8% | -54.3% | -41.5% |
| 1Y | -50.7% | -5.1% | -45.6% | -51.2% |
| All | -58.4% | +11.0% | -69.4% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling