+15.0%
EEM vs CELH
-47.2%
+62.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.7% |
| 7D | -3.0% | +9.9% | -12.9% | -3.6% |
| 30D | -10.3% | +11.7% | -22.1% | -11.0% |
| 3M | -6.6% | +4.1% | -10.7% | -7.2% |
| 6M | -3.4% | -8.4% | +5.0% | -3.0% |
| YTD | +13.2% | -32.8% | +46.0% | +17.1% |
| 1Y | +15.0% | -48.4% | +63.4% | +20.3% |
| All | +15.0% | -47.2% | +62.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 1y: compounded portfolio wealth divided by compounded CELH 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…
1y analysis · Full analysis span regression · 6 months rolling