+28,432.2%
CELH vs IEFA
+209.0%
+28,223.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.7% | -2.7% |
| 7D | -15.8% | -2.4% | -13.3% | -13.5% |
| 30D | -5.2% | -2.1% | -3.1% | -2.9% |
| 3M | -6.1% | +5.5% | -11.7% | -11.0% |
| 6M | -40.9% | +8.1% | -49.0% | -45.9% |
| YTD | -41.8% | +11.9% | -53.7% | -48.6% |
| 1Y | -52.6% | +18.1% | -70.7% | -60.4% |
| 3Y | -60.4% | +65.5% | -125.8% | -77.0% |
| 5Y | -12.6% | +50.1% | -62.7% | -42.3% |
| 10Y | +3,704.3% | +144.2% | +3,560.0% | +1,650.6% |
| All | +28,432.2% | +209.0% | +28,223.3% | +9,252.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling