-49.5%
CELH vs EWJ
+31.1%
-80.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.2% |
| 7D | -7.0% | +2.5% | -9.5% | -8.0% |
| 30D | +5.2% | +3.3% | +1.9% | +3.8% |
| 3M | +10.5% | +5.0% | +5.5% | +8.5% |
| 6M | -32.7% | +11.5% | -44.3% | -36.0% |
| YTD | -33.0% | +22.4% | -55.4% | -38.5% |
| 1Y | -49.5% | +30.2% | -79.7% | -51.7% |
| All | -49.5% | +31.1% | -80.7% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling