-40.1%
CELH vs EW
+62.8%
-102.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | +0.8% | +4.9% | -4.1% | -0.2% |
| 30D | +19.3% | +23.9% | -4.6% | +14.2% |
| 3M | +12.6% | +15.8% | -3.1% | +9.3% |
| 6M | +16.4% | +31.7% | -15.3% | +10.1% |
| YTD | -29.1% | +25.7% | -54.8% | -32.4% |
| 1Y | -26.3% | +24.4% | -50.8% | -29.7% |
| 3Y | -40.1% | +65.9% | -106.0% | -46.0% |
| All | -40.1% | +62.8% | -102.9% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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