+3,650.7%
CELH vs EXC
+159.4%
+3,491.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.3% |
| 7D | -15.8% | -1.6% | -14.1% | -15.0% |
| 30D | -5.2% | -2.4% | -2.8% | -4.1% |
| 3M | -6.1% | -4.0% | -2.2% | -4.3% |
| 6M | -40.9% | -9.8% | -31.1% | -38.0% |
| YTD | -41.8% | +2.3% | -44.1% | -42.8% |
| 1Y | -52.6% | +3.8% | -56.5% | -54.0% |
| 3Y | -60.4% | +19.7% | -80.1% | -65.1% |
| 5Y | -12.6% | +45.6% | -58.2% | -32.1% |
| All | +3,650.7% | +159.4% | +3,491.3% | +2,169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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