-59.1%
CELH vs EWT
+198.4%
-257.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.4% |
| 7D | -11.2% | -1.1% | -10.1% | -10.7% |
| 30D | -1.4% | +4.5% | -5.9% | -3.5% |
| 3M | -4.2% | +8.3% | -12.4% | -8.7% |
| 6M | -40.5% | +54.2% | -94.7% | -55.5% |
| YTD | -40.5% | +74.6% | -115.1% | -59.2% |
| 1Y | -53.0% | +84.9% | -137.9% | -68.8% |
| 3Y | -59.1% | +197.5% | -256.6% | -82.7% |
| All | -59.1% | +198.4% | -257.4% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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