+4,171.0%
CELH vs AXON
+1,027.4%
+3,143.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.8% | -2.7% |
| 7D | +6.2% | -19.7% | +25.9% | +11.9% |
| 30D | +14.2% | -25.7% | +39.9% | +22.7% |
| 3M | +15.5% | -48.8% | +64.3% | +38.2% |
| 6M | +7.7% | -22.0% | +29.7% | +13.2% |
| YTD | -30.3% | -45.9% | +15.6% | -20.0% |
| 1Y | -29.0% | -46.1% | +17.1% | -18.5% |
| 3Y | -44.5% | +40.9% | -85.5% | -59.9% |
| 5Y | +14.8% | +80.2% | -65.4% | -28.0% |
| All | +4,171.0% | +1,027.4% | +3,143.6% | +2,104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling