-6.1%
CELH vs ETR
+122.3%
-128.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -11.2% | -1.8% | -9.4% | -10.9% |
| 30D | -1.4% | -1.8% | +0.3% | -1.1% |
| 3M | -4.2% | -3.6% | -0.6% | -3.6% |
| 6M | -40.5% | +2.6% | -43.1% | -40.8% |
| YTD | -40.5% | +16.0% | -56.5% | -42.3% |
| 1Y | -53.0% | +20.1% | -73.1% | -54.8% |
| 3Y | -59.1% | +143.6% | -202.6% | -66.6% |
| All | -6.1% | +122.3% | -128.4% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling