-12.6%
CELH vs ZETA
+352.7%
-365.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.1% | -3.8% |
| 7D | -15.8% | -6.5% | -9.3% | -14.4% |
| 30D | -5.2% | +4.8% | -10.0% | -6.5% |
| 3M | -6.1% | +53.3% | -59.5% | -15.2% |
| 6M | -40.9% | +66.8% | -107.7% | -48.3% |
| YTD | -41.8% | +50.2% | -92.0% | -48.5% |
| 1Y | -52.6% | +62.0% | -114.7% | -59.3% |
| 3Y | -60.4% | +276.4% | -336.7% | -79.9% |
| 5Y | -12.6% | +341.6% | -354.3% | -62.5% |
| All | -12.6% | +352.7% | -365.4% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling