+107.3%
CELH vs ETR
+415.1%
-307.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -6.0% |
| 7D | -11.7% | +0.4% | -12.1% | -11.8% |
| 30D | +1.6% | +2.0% | -0.5% | +0.7% |
| 3M | -2.0% | -1.7% | -0.3% | -1.4% |
| 6M | -36.2% | +3.6% | -39.8% | -37.4% |
| YTD | -39.6% | +18.0% | -57.6% | -43.9% |
| 1Y | -50.7% | +26.2% | -76.9% | -55.5% |
| 3Y | -58.9% | +148.0% | -206.9% | -72.7% |
| 5Y | -5.4% | +126.1% | -131.4% | -36.1% |
| 10Y | +3,848.6% | +302.3% | +3,546.3% | +1,960.7% |
| All | +107.3% | +415.1% | -307.8% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling