-6.1%
CELH vs EWZ
+59.6%
-65.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.6% |
| 3M | -4.2% | +10.8% | -14.9% | -8.6% |
| 6M | -40.5% | +2.5% | -43.0% | -41.5% |
| YTD | -40.5% | +21.4% | -61.8% | -46.0% |
| 1Y | -53.0% | +32.8% | -85.8% | -59.2% |
| 3Y | -59.1% | +45.2% | -104.2% | -66.5% |
| All | -6.1% | +59.6% | -65.7% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling