+107.3%
CELH vs EWZ
+85.3%
+22.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -6.0% |
| 7D | -11.7% | -0.1% | -11.6% | -11.6% |
| 30D | +1.6% | +8.2% | -6.6% | -1.3% |
| 3M | -2.0% | +13.3% | -15.3% | -6.4% |
| 6M | -36.2% | +3.6% | -39.8% | -37.3% |
| YTD | -39.6% | +21.0% | -60.5% | -43.9% |
| 1Y | -50.7% | +34.7% | -85.3% | -56.0% |
| 3Y | -58.9% | +48.3% | -107.2% | -65.0% |
| 5Y | -5.4% | +60.1% | -65.5% | -22.5% |
| 10Y | +3,848.6% | +92.6% | +3,756.0% | +2,782.2% |
| All | +107.3% | +85.3% | +22.0% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling