-53.0%
CELH vs AXON
-36.2%
-16.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -11.2% | -7.0% | -4.2% | -9.0% |
| 30D | -1.4% | -20.1% | +18.6% | +5.6% |
| 3M | -4.2% | +7.4% | -11.6% | -3.7% |
| 6M | -40.5% | -7.4% | -33.1% | -39.3% |
| YTD | -40.5% | -15.6% | -24.9% | -37.5% |
| 1Y | -53.0% | -36.2% | -16.8% | -47.8% |
| All | -53.0% | -36.2% | -16.8% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling