-48.4%
CELH vs EWZ
+7.8%
-56.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.3% |
| 7D | +9.9% | -4.1% | +14.0% | +10.7% |
| 30D | +11.7% | -25.0% | +36.7% | +17.7% |
| 3M | +4.1% | -10.6% | +14.7% | +4.2% |
| 6M | -8.4% | -16.6% | +8.2% | -6.0% |
| YTD | -32.8% | +2.5% | -35.2% | -36.6% |
| 1Y | -48.4% | +8.1% | -56.4% | -55.1% |
| All | -48.4% | +7.8% | -56.2% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling