+62.4%
EWY vs CELH
-47.2%
+109.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.2% |
| 7D | -8.3% | +9.9% | -18.2% | -9.4% |
| 30D | -20.5% | +11.7% | -32.3% | -21.7% |
| 3M | -11.1% | +4.1% | -15.2% | -12.1% |
| 6M | -7.0% | -8.4% | +1.4% | -6.1% |
| YTD | +56.5% | -32.8% | +89.2% | +70.5% |
| 1Y | +62.4% | -48.4% | +110.8% | +82.7% |
| All | +62.4% | -47.2% | +109.6% | +82.7% |
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