+32.2%
CELH vs ZETA
+235.0%
-202.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.5% |
| 7D | -11.2% | -3.7% | -7.5% | -10.5% |
| 30D | -1.4% | +5.7% | -7.2% | -2.9% |
| 3M | -4.2% | +50.4% | -54.6% | -12.8% |
| 6M | -40.5% | +65.5% | -105.9% | -47.6% |
| YTD | -40.5% | +48.3% | -88.8% | -47.1% |
| 1Y | -53.0% | +45.4% | -98.4% | -58.4% |
| 3Y | -59.1% | +270.8% | -329.8% | -78.3% |
| 5Y | -10.7% | +336.1% | -346.8% | -58.2% |
| All | +32.2% | +235.0% | -202.7% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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