+428.4%
AXP vs CELH
+4,820.0%
-4,391.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -0.6% | +9.4% | -10.0% | -1.5% |
| 30D | +5.0% | +14.8% | -9.8% | +3.6% |
| 3M | -4.2% | +20.5% | -24.8% | -6.1% |
| 6M | +2.9% | +1.6% | +1.4% | +2.0% |
| YTD | -11.6% | -28.3% | +16.7% | -10.0% |
| 1Y | -11.1% | -26.4% | +15.3% | -9.8% |
| 3Y | +116.7% | -43.0% | +159.7% | +117.5% |
| 5Y | +89.6% | +4.8% | +84.8% | +70.7% |
| 10Y | +428.4% | +4,820.0% | -4,391.6% | +254.0% |
| All | +428.4% | +4,820.0% | -4,391.6% | +254.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling