+1,516.4%
CELH vs ZS
+504.0%
+1,012.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.6% | -9.1% | -7.3% |
| 7D | -11.7% | -3.8% | -7.8% | -10.6% |
| 30D | +1.6% | -6.0% | +7.6% | +2.7% |
| 3M | -2.0% | +32.0% | -33.9% | -11.1% |
| 6M | -36.2% | +2.1% | -38.3% | -40.7% |
| YTD | -39.6% | -26.2% | -13.4% | -38.1% |
| 1Y | -50.7% | -41.2% | -9.5% | -45.6% |
| 3Y | -58.9% | +3.3% | -62.2% | -64.5% |
| 5Y | -5.4% | -40.7% | +35.3% | -7.9% |
| All | +1,516.4% | +504.0% | +1,012.4% | +808.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling