+99.7%
CELH vs EWT
+725.8%
-626.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.1% | -2.4% |
| 7D | -15.8% | -1.1% | -14.7% | -15.3% |
| 30D | -5.2% | +4.8% | -10.0% | -7.5% |
| 3M | -6.1% | +11.1% | -17.3% | -11.9% |
| 6M | -40.9% | +54.6% | -95.5% | -53.5% |
| YTD | -41.8% | +71.4% | -113.2% | -56.6% |
| 1Y | -52.6% | +82.1% | -134.7% | -65.6% |
| 3Y | -60.4% | +193.2% | -253.6% | -77.4% |
| 5Y | -12.6% | +146.1% | -158.7% | -45.0% |
| 10Y | +3,704.3% | +505.0% | +3,199.3% | +1,645.5% |
| All | +99.7% | +725.8% | -626.1% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling