+467.1%
AXP vs CELH
+3,867.5%
-3,400.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.7% |
| 7D | -2.5% | -11.7% | +9.2% | -1.4% |
| 30D | -5.0% | +1.6% | -6.6% | -5.3% |
| 3M | +1.4% | -2.0% | +3.3% | +1.0% |
| 6M | +6.0% | -36.2% | +42.2% | +9.6% |
| YTD | -12.3% | -39.6% | +27.3% | -9.1% |
| 1Y | +0.3% | -50.7% | +51.0% | +5.2% |
| 3Y | +111.7% | -58.9% | +170.5% | +119.1% |
| 5Y | +114.5% | -5.4% | +119.9% | +95.1% |
| 10Y | +467.1% | +3,848.6% | -3,381.5% | +270.2% |
| All | +467.1% | +3,867.5% | -3,400.4% | +270.2% |
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