-11.1%
AXP vs CELH
-25.9%
+14.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -0.6% | +9.4% | -10.0% | -1.4% |
| 30D | +5.0% | +14.8% | -9.8% | +3.7% |
| 3M | -4.2% | +20.5% | -24.8% | -6.0% |
| 6M | +2.9% | +1.6% | +1.4% | +2.4% |
| YTD | -11.6% | -28.3% | +16.7% | -11.4% |
| 1Y | -11.1% | -26.4% | +15.3% | -11.6% |
| All | -11.1% | -25.9% | +14.8% | -11.6% |
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