-6.1%
CELH vs ZS
-38.5%
+32.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -11.2% | -3.1% | -8.1% | -10.2% |
| 30D | -1.4% | -7.2% | +5.8% | +0.3% |
| 3M | -4.2% | +30.5% | -34.6% | -14.5% |
| 6M | -40.5% | +7.0% | -47.4% | -46.8% |
| YTD | -40.5% | -26.8% | -13.6% | -38.2% |
| 1Y | -53.0% | -42.6% | -10.4% | -45.8% |
| 3Y | -59.1% | -0.3% | -58.7% | -66.8% |
| All | -6.1% | -38.5% | +32.4% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling