-59.9%
CELH vs AXON
+123.3%
-183.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.3% |
| 7D | -15.8% | -11.0% | -4.7% | -14.4% |
| 30D | -5.2% | -24.7% | +19.5% | -1.6% |
| 3M | -6.1% | +7.0% | -13.1% | -5.3% |
| 6M | -40.9% | -9.6% | -31.2% | -40.3% |
| YTD | -41.8% | -15.7% | -26.1% | -41.2% |
| 1Y | -52.6% | -35.9% | -16.7% | -52.2% |
| All | -59.9% | +123.3% | -183.2% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling