-59.1%
CELH vs ZBH
-20.7%
-38.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | -11.2% | -4.7% | -6.5% | -9.9% |
| 30D | -1.4% | -4.5% | +3.0% | 0.0% |
| 3M | -4.2% | +7.6% | -11.7% | -6.4% |
| 6M | -40.5% | +0.3% | -40.7% | -40.7% |
| YTD | -40.5% | +4.5% | -45.0% | -41.8% |
| 1Y | -53.0% | -9.4% | -43.6% | -51.9% |
| 3Y | -59.1% | -21.5% | -37.6% | -57.2% |
| All | -59.1% | -20.7% | -38.4% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 3y: compounded portfolio wealth divided by compounded ZBH 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…
3y analysis · Full analysis span regression · 6 months rolling