+424.2%
EWY vs CELH
+232.9%
+191.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.5% | -4.1% |
| 7D | +1.2% | -15.8% | +17.0% | +1.6% |
| 30D | +9.3% | -5.2% | +14.5% | +9.4% |
| 3M | +2.4% | -6.1% | +8.6% | +2.4% |
| 6M | +40.3% | -40.9% | +81.1% | +41.6% |
| YTD | +88.0% | -41.8% | +129.8% | +89.8% |
| 1Y | +143.8% | -52.6% | +196.4% | +146.9% |
| 3Y | +217.8% | -60.4% | +278.1% | +220.8% |
| 5Y | +142.7% | -12.6% | +155.4% | +139.5% |
| 10Y | +291.7% | +3,704.3% | -3,412.6% | +263.7% |
| All | +424.2% | +232.9% | +191.3% | +340.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling