-5.5%
ETN vs CELH
-47.2%
+41.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.6% | -12.4% | -9.9% |
| 7D | -10.1% | +9.9% | -20.0% | -10.4% |
| 30D | -18.4% | +11.7% | -30.1% | -18.7% |
| 3M | -20.4% | +4.1% | -24.5% | -20.7% |
| 6M | -16.0% | -8.4% | -7.6% | -15.2% |
| YTD | +11.8% | -32.8% | +44.6% | +16.6% |
| 1Y | -5.5% | -48.4% | +42.9% | +1.7% |
| All | -5.5% | -47.2% | +41.7% | +1.7% |
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