+40.5%
EEM vs CELH
-50.1%
+90.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.0% |
| 7D | +2.3% | -7.0% | +9.4% | +2.8% |
| 30D | +4.5% | +5.2% | -0.6% | +3.9% |
| 3M | -0.1% | +10.5% | -10.5% | -1.2% |
| 6M | +16.9% | -32.7% | +49.7% | +21.0% |
| YTD | +26.2% | -33.0% | +59.2% | +30.5% |
| 1Y | +40.5% | -49.5% | +90.1% | +47.9% |
| All | +40.5% | -50.1% | +90.6% | +47.9% |
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