+3,733.8%
CELH vs EWZ
+94.8%
+3,639.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | -11.2% | +0.9% | -12.1% | -11.6% |
| 30D | -1.4% | +12.8% | -14.2% | -6.3% |
| 3M | -4.2% | +10.8% | -14.9% | -8.3% |
| 6M | -40.5% | +2.5% | -43.0% | -41.5% |
| YTD | -40.5% | +21.4% | -61.8% | -45.6% |
| 1Y | -53.0% | +32.8% | -85.8% | -58.8% |
| 3Y | -59.1% | +45.2% | -104.2% | -65.9% |
| 5Y | -10.7% | +63.0% | -73.7% | -30.4% |
| All | +3,733.8% | +94.8% | +3,639.0% | +2,711.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling