+130.0%
CELH vs EW
+2,088.2%
-1,958.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -7.0% | -0.3% | -6.7% | -7.0% |
| 30D | +5.2% | +1.0% | +4.1% | +4.8% |
| 3M | +10.5% | +2.8% | +7.7% | +9.6% |
| 6M | -32.7% | +5.5% | -38.2% | -33.9% |
| YTD | -33.0% | +5.5% | -38.4% | -34.2% |
| 1Y | -49.5% | +11.0% | -60.6% | -51.2% |
| 3Y | -52.6% | +17.7% | -70.3% | -56.6% |
| 5Y | +5.2% | -25.7% | +31.0% | +9.9% |
| 10Y | +4,178.1% | +132.8% | +4,045.3% | +3,581.4% |
| All | +130.0% | +2,088.2% | -1,958.3% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling