+118.0%
AXP vs CELH
+3.8%
+114.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.4% |
| 7D | +0.6% | -3.8% | +4.4% | +1.0% |
| 30D | -4.3% | +6.4% | -10.8% | -5.1% |
| 3M | +4.7% | +5.6% | -0.9% | +3.5% |
| 6M | +9.0% | -31.1% | +40.1% | +12.5% |
| YTD | -11.1% | -35.4% | +24.2% | -7.9% |
| 1Y | +1.3% | -46.9% | +48.2% | +6.4% |
| 3Y | +114.5% | -56.0% | +170.5% | +122.8% |
| 5Y | +118.0% | +1.2% | +116.8% | +74.5% |
| All | +118.0% | +3.8% | +114.3% | +74.5% |
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