+19.3%
ETN vs CELH
-50.1%
+69.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +3.6% |
| 7D | +2.0% | -7.0% | +9.0% | +2.3% |
| 30D | -7.9% | +5.2% | -13.1% | -8.3% |
| 3M | -1.6% | +10.5% | -12.1% | -2.7% |
| 6M | +16.9% | -32.7% | +49.6% | +22.1% |
| YTD | +30.1% | -33.0% | +63.0% | +35.2% |
| 1Y | +19.3% | -49.5% | +68.8% | +26.5% |
| All | +19.3% | -50.1% | +69.4% | +26.5% |
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 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