-48.4%
CELH vs IEFA
+17.0%
-65.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +0.5% |
| 7D | +9.9% | +1.9% | +8.0% | +8.2% |
| 30D | +11.7% | +1.4% | +10.3% | +10.4% |
| 3M | +4.1% | -1.4% | +5.5% | +5.6% |
| 6M | -8.4% | +6.3% | -14.7% | -13.3% |
| YTD | -32.8% | +11.9% | -44.7% | -42.3% |
| 1Y | -48.4% | +17.0% | -65.3% | -60.4% |
| All | -48.4% | +17.0% | -65.4% | -60.4% |
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