-59.1%
CELH vs EWJ
+73.0%
-132.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +0.9% |
| 7D | -11.2% | +0.3% | -11.5% | -11.3% |
| 30D | -1.4% | +0.8% | -2.2% | -1.9% |
| 3M | -4.2% | +7.5% | -11.7% | -8.2% |
| 6M | -40.5% | +15.6% | -56.1% | -46.0% |
| YTD | -40.5% | +22.7% | -63.2% | -48.2% |
| 1Y | -53.0% | +26.4% | -79.4% | -60.0% |
| 3Y | -59.1% | +72.5% | -131.6% | -73.7% |
| All | -59.1% | +73.0% | -132.1% | -73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling