-6.1%
CELH vs Z
-64.7%
+58.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +0.7% |
| 7D | -11.2% | -6.0% | -5.2% | -9.1% |
| 30D | -1.4% | -2.3% | +0.8% | -0.7% |
| 3M | -4.2% | -0.6% | -3.5% | -3.7% |
| 6M | -40.5% | -27.6% | -12.8% | -33.2% |
| YTD | -40.5% | -52.4% | +11.9% | -22.9% |
| 1Y | -53.0% | -63.6% | +10.6% | -32.9% |
| 3Y | -59.1% | -36.4% | -22.7% | -58.3% |
| All | -6.1% | -64.7% | +58.6% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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