-39.0%
CELH vs AXON
+44.5%
-83.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.5% | +0.3% |
| 7D | +7.4% | -25.6% | +33.1% | +10.6% |
| 30D | +16.4% | -23.9% | +40.3% | +19.4% |
| 3M | +17.6% | -50.4% | +68.1% | +26.8% |
| 6M | +7.8% | -20.0% | +27.9% | +12.9% |
| YTD | -27.8% | -44.5% | +16.7% | -24.1% |
| 1Y | -24.4% | -44.9% | +20.4% | -20.7% |
| All | -39.0% | +44.5% | -83.5% | -41.4% |
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