+172.8%
EEM vs CELH
+245.5%
-72.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.3% |
| 7D | +2.0% | -11.7% | +13.6% | +2.3% |
| 30D | +5.1% | +1.6% | +3.5% | +5.0% |
| 3M | +4.6% | -2.0% | +6.5% | +4.5% |
| 6M | +17.8% | -36.2% | +53.9% | +18.8% |
| YTD | +25.8% | -39.6% | +65.4% | +27.1% |
| 1Y | +36.4% | -50.7% | +87.1% | +38.3% |
| 3Y | +90.0% | -58.9% | +148.9% | +91.8% |
| 5Y | +46.6% | -5.4% | +52.0% | +43.5% |
| 10Y | +132.3% | +3,848.6% | -3,716.3% | +107.5% |
| All | +172.8% | +245.5% | -72.7% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling