+3,259.1%
CELH vs Z
+17.0%
+3,242.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.4% | +2.9% | -1.5% |
| 7D | -3.8% | -3.3% | -0.5% | -2.8% |
| 30D | +6.4% | -3.7% | +10.2% | +7.6% |
| 3M | +5.6% | -7.0% | +12.6% | +8.2% |
| 6M | -31.1% | -29.5% | -1.6% | -23.5% |
| YTD | -35.4% | -52.6% | +17.2% | -19.6% |
| 1Y | -46.9% | -64.0% | +17.1% | -28.4% |
| 3Y | -56.0% | -36.4% | -19.6% | -54.0% |
| 5Y | +1.2% | -65.8% | +67.0% | +17.9% |
| 10Y | +4,043.9% | -5.8% | +4,049.7% | +3,788.8% |
| All | +3,259.1% | +17.0% | +3,242.1% | +3,075.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling