+128.5%
EEM vs CELH
+3,788.6%
-3,660.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -1.0% | +1.1% |
| 7D | -1.3% | -11.2% | +10.0% | -0.3% |
| 30D | +2.1% | -1.4% | +3.5% | +2.1% |
| 3M | +1.0% | -4.2% | +5.2% | +0.8% |
| 6M | +15.9% | -40.5% | +56.4% | +20.0% |
| YTD | +24.6% | -40.5% | +65.1% | +28.8% |
| 1Y | +32.3% | -53.0% | +85.3% | +38.7% |
| 3Y | +85.9% | -59.1% | +145.0% | +91.6% |
| 5Y | +45.4% | -10.7% | +56.1% | +34.4% |
| All | +128.5% | +3,788.6% | -3,660.0% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling