-59.1%
CELH vs EVRG
+72.5%
-131.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | -1.4% | -1.2% | -0.2% | -1.1% |
| 3M | -4.2% | -0.6% | -3.5% | -4.0% |
| 6M | -40.5% | +2.4% | -42.9% | -40.9% |
| YTD | -40.5% | +15.5% | -55.9% | -43.0% |
| 1Y | -53.0% | +16.8% | -69.8% | -55.1% |
| 3Y | -59.1% | +75.0% | -134.1% | -66.2% |
| All | -59.1% | +72.5% | -131.6% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 3y: compounded portfolio wealth divided by compounded EVRG 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…
3y analysis · Full analysis span regression · 6 months rolling