+3,733.8%
CELH vs ZBRA
+435.2%
+3,298.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.4% |
| 7D | -11.2% | -3.4% | -7.8% | -9.8% |
| 30D | -1.4% | -7.4% | +6.0% | +1.7% |
| 3M | -4.2% | +57.5% | -61.7% | -22.3% |
| 6M | -40.5% | +64.0% | -104.4% | -53.2% |
| YTD | -40.5% | +44.3% | -84.8% | -51.3% |
| 1Y | -53.0% | +10.9% | -63.9% | -56.9% |
| 3Y | -59.1% | +37.5% | -96.6% | -68.2% |
| 5Y | -10.7% | -39.7% | +29.0% | -0.4% |
| All | +3,733.8% | +435.2% | +3,298.6% | +2,387.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling