+43.6%
CELH vs ZETA
+241.7%
-198.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.2% |
| 7D | -3.8% | -2.4% | -1.3% | -3.3% |
| 30D | +6.4% | +15.6% | -9.1% | +2.7% |
| 3M | +5.6% | +41.5% | -35.9% | -2.7% |
| 6M | -31.1% | +63.4% | -94.6% | -39.3% |
| YTD | -35.4% | +51.3% | -86.7% | -42.8% |
| 1Y | -46.9% | +65.8% | -112.7% | -54.4% |
| 3Y | -56.0% | +279.2% | -335.2% | -76.8% |
| 5Y | +1.2% | +341.8% | -340.5% | -52.8% |
| All | +43.6% | +241.7% | -198.1% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling