+651.2%
AXP vs CELH
+310.0%
+341.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -0.6% | +9.4% | -10.0% | -0.8% |
| 30D | +5.0% | +14.8% | -9.8% | +4.6% |
| 3M | -4.2% | +20.5% | -24.8% | -4.7% |
| 6M | +2.9% | +1.6% | +1.4% | +2.7% |
| YTD | -11.6% | -28.3% | +16.7% | -11.2% |
| 1Y | -11.1% | -26.4% | +15.3% | -10.8% |
| 3Y | +116.7% | -43.0% | +159.7% | +117.0% |
| 5Y | +89.6% | +4.8% | +84.8% | +86.2% |
| 10Y | +428.4% | +4,820.0% | -4,391.6% | +389.3% |
| All | +651.2% | +310.0% | +341.2% | +521.2% |
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