+3,733.8%
CELH vs IEFA
+148.3%
+3,585.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.0% |
| 7D | -11.2% | -1.6% | -9.7% | -9.4% |
| 30D | -1.4% | -1.5% | 0.0% | +0.5% |
| 3M | -4.2% | +3.4% | -7.6% | -7.5% |
| 6M | -40.5% | +9.5% | -49.9% | -47.0% |
| YTD | -40.5% | +13.0% | -53.5% | -49.1% |
| 1Y | -53.0% | +18.0% | -71.0% | -61.7% |
| 3Y | -59.1% | +65.4% | -124.4% | -78.2% |
| 5Y | -10.7% | +51.6% | -62.3% | -45.6% |
| All | +3,733.8% | +148.3% | +3,585.5% | +1,666.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling