-49.5%
CELH vs IEFA
+23.1%
-72.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -7.0% | +0.6% | -7.6% | -7.5% |
| 30D | +5.2% | +1.0% | +4.1% | +4.5% |
| 3M | +10.5% | +4.7% | +5.8% | +7.3% |
| 6M | -32.7% | +8.6% | -41.3% | -36.2% |
| YTD | -33.0% | +14.8% | -47.8% | -41.1% |
| 1Y | -49.5% | +22.6% | -72.2% | -57.5% |
| All | -49.5% | +23.1% | -72.6% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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