+3,733.8%
CELH vs ETR
+296.9%
+3,437.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | -11.2% | -1.8% | -9.4% | -10.6% |
| 30D | -1.4% | -1.8% | +0.3% | -0.8% |
| 3M | -4.2% | -3.6% | -0.6% | -3.0% |
| 6M | -40.5% | +2.6% | -43.1% | -41.3% |
| YTD | -40.5% | +16.0% | -56.5% | -44.1% |
| 1Y | -53.0% | +20.1% | -73.1% | -56.5% |
| 3Y | -59.1% | +143.6% | -202.6% | -72.4% |
| 5Y | -10.7% | +124.4% | -135.1% | -38.8% |
| All | +3,733.8% | +296.9% | +3,437.0% | +2,247.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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