+655.2%
AXP vs CELH
+283.2%
+371.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.0% |
| 7D | -2.1% | -7.0% | +4.9% | -2.0% |
| 30D | -6.5% | +5.2% | -11.7% | -6.7% |
| 3M | +4.6% | +10.5% | -5.8% | +4.3% |
| 6M | +5.4% | -32.7% | +38.1% | +6.1% |
| YTD | -11.1% | -33.0% | +21.9% | -10.6% |
| 1Y | -0.3% | -49.5% | +49.2% | +0.7% |
| 3Y | +111.6% | -52.6% | +164.2% | +112.6% |
| 5Y | +117.6% | +5.2% | +112.4% | +113.7% |
| 10Y | +474.1% | +4,178.1% | -3,704.0% | +432.9% |
| All | +655.2% | +283.2% | +371.9% | +525.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling