-59.1%
CELH vs EWZ
+46.3%
-105.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | -11.2% | +0.9% | -12.1% | -11.5% |
| 30D | -1.4% | +12.8% | -14.2% | -5.5% |
| 3M | -4.2% | +10.8% | -14.9% | -7.6% |
| 6M | -40.5% | +2.5% | -43.0% | -41.2% |
| YTD | -40.5% | +21.4% | -61.8% | -44.8% |
| 1Y | -53.0% | +32.8% | -85.8% | -58.0% |
| 3Y | -59.1% | +45.2% | -104.2% | -66.3% |
| All | -59.1% | +46.3% | -105.3% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling