-40.9%
CELH vs ET
+21.4%
-62.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.5% |
| 7D | -15.8% | +1.4% | -17.1% | -14.8% |
| 30D | -5.2% | +4.6% | -9.8% | -1.8% |
| 3M | -6.1% | +16.0% | -22.2% | +2.0% |
| 6M | -40.9% | +22.8% | -63.7% | -37.2% |
| All | -40.9% | +21.4% | -62.2% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 6mo: compounded portfolio wealth divided by compounded ET 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…
6mo analysis · Full analysis span regression · 6 months rolling