+99.7%
CELH vs EWJ
+137.2%
-37.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.3% |
| 7D | -15.8% | -1.5% | -14.3% | -14.9% |
| 30D | -5.2% | +0.2% | -5.4% | -5.3% |
| 3M | -6.1% | +8.6% | -14.7% | -11.1% |
| 6M | -40.9% | +12.1% | -53.0% | -45.5% |
| YTD | -41.8% | +20.1% | -61.9% | -48.7% |
| 1Y | -52.6% | +25.2% | -77.8% | -59.5% |
| 3Y | -60.4% | +70.8% | -131.1% | -72.5% |
| 5Y | -12.6% | +49.2% | -61.8% | -33.1% |
| 10Y | +3,704.3% | +138.6% | +3,565.7% | +2,222.3% |
| All | +99.7% | +137.2% | -37.5% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling