+222.9%
EWY vs CELH
-60.2%
+283.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +3.0% |
| 7D | -0.1% | -11.2% | +11.1% | +1.1% |
| 30D | +7.3% | -1.4% | +8.8% | +7.3% |
| 3M | -5.1% | -4.2% | -1.0% | -5.4% |
| 6M | +42.1% | -40.5% | +82.5% | +49.0% |
| YTD | +94.1% | -40.5% | +134.6% | +103.6% |
| 1Y | +147.8% | -53.0% | +200.8% | +164.4% |
| 3Y | +222.9% | -59.1% | +282.0% | +233.3% |
| All | +222.9% | -60.2% | +283.1% | +233.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling