+645.5%
AXP vs CELH
+302.0%
+343.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -1.4% |
| 7D | +0.6% | +10.4% | -9.9% | +0.4% |
| 30D | +5.8% | +19.5% | -13.6% | +5.4% |
| 3M | -6.0% | +35.3% | -41.3% | -6.7% |
| 6M | +0.3% | -2.0% | +2.3% | +0.2% |
| YTD | -12.3% | -29.7% | +17.4% | -11.9% |
| 1Y | -11.2% | -28.6% | +17.4% | -10.9% |
| 3Y | +117.0% | -45.5% | +162.5% | +117.5% |
| 5Y | +93.2% | -10.7% | +103.9% | +90.1% |
| 10Y | +461.2% | +4,822.5% | -4,361.3% | +419.8% |
| All | +645.5% | +302.0% | +343.5% | +516.7% |
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