+1,491.8%
CELH vs ZS
+498.3%
+993.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -11.2% | -3.1% | -8.1% | -10.4% |
| 30D | -1.4% | -7.2% | +5.8% | +0.1% |
| 3M | -4.2% | +30.5% | -34.6% | -12.8% |
| 6M | -40.5% | +7.0% | -47.4% | -45.5% |
| YTD | -40.5% | -26.8% | -13.6% | -38.8% |
| 1Y | -53.0% | -42.6% | -10.4% | -47.7% |
| 3Y | -59.1% | -0.3% | -58.7% | -64.2% |
| 5Y | -10.7% | -39.2% | +28.5% | -13.4% |
| All | +1,491.8% | +498.3% | +993.5% | +797.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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