-6.1%
CELH vs EWJ
+50.5%
-56.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | 0.0% |
| 7D | -11.2% | +0.3% | -11.5% | -11.4% |
| 30D | -1.4% | +0.8% | -2.2% | -2.3% |
| 3M | -4.2% | +7.5% | -11.7% | -11.1% |
| 6M | -40.5% | +15.6% | -56.1% | -49.6% |
| YTD | -40.5% | +22.7% | -63.2% | -53.2% |
| 1Y | -53.0% | +26.4% | -79.4% | -64.4% |
| 3Y | -59.1% | +72.5% | -131.6% | -80.8% |
| All | -6.1% | +50.5% | -56.6% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling