+190.4%
ETN vs CELH
-10.8%
+201.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.7% | +3.7% |
| 7D | +3.5% | -11.2% | +14.8% | +4.7% |
| 30D | -7.5% | -1.4% | -6.1% | -7.6% |
| 3M | +8.3% | -4.2% | +12.5% | +7.9% |
| 6M | +20.2% | -40.5% | +60.6% | +25.7% |
| YTD | +34.7% | -40.5% | +75.2% | +40.4% |
| 1Y | +19.4% | -53.0% | +72.5% | +27.1% |
| 3Y | +85.5% | -59.1% | +144.6% | +94.4% |
| All | +190.4% | -10.8% | +201.2% | +145.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling