-49.5%
CELH vs ETHA
-44.4%
-5.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.5% |
| 7D | -7.0% | +0.8% | -7.9% | -7.2% |
| 30D | +5.2% | +27.9% | -22.7% | +0.7% |
| 3M | +10.5% | +38.3% | -27.8% | +4.2% |
| 6M | -32.7% | +14.0% | -46.7% | -34.8% |
| YTD | -33.0% | -17.4% | -15.5% | -32.7% |
| 1Y | -49.5% | -42.7% | -6.9% | -45.5% |
| All | -49.5% | -44.4% | -5.2% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling