+89.6%
AXP vs CELH
-11.5%
+101.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -2.0% |
| 7D | +0.6% | +10.4% | -9.9% | -0.5% |
| 30D | +5.8% | +19.5% | -13.6% | +3.7% |
| 3M | -6.0% | +35.3% | -41.3% | -9.6% |
| 6M | +0.3% | -2.0% | +2.3% | -0.5% |
| YTD | -12.3% | -29.7% | +17.4% | -10.1% |
| 1Y | -11.2% | -28.6% | +17.4% | -9.4% |
| 3Y | +117.0% | -45.5% | +162.5% | +119.3% |
| All | +89.6% | -11.5% | +101.1% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling