-6.1%
CELH vs IEFA
+50.2%
-56.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +0.9% |
| 7D | -11.2% | -1.6% | -9.7% | -9.2% |
| 30D | -1.4% | -1.5% | 0.0% | +0.8% |
| 3M | -4.2% | +3.4% | -7.6% | -7.9% |
| 6M | -40.5% | +9.5% | -49.9% | -47.9% |
| YTD | -40.5% | +13.0% | -53.5% | -50.3% |
| 1Y | -53.0% | +18.0% | -71.0% | -63.0% |
| 3Y | -59.1% | +65.4% | -124.4% | -81.3% |
| All | -6.1% | +50.2% | -56.3% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling