-58.4%
CELH vs EXC
+20.6%
-79.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.4% |
| 7D | -11.7% | +0.3% | -12.0% | -11.7% |
| 30D | +1.6% | -0.9% | +2.4% | +1.7% |
| 3M | -2.0% | -2.7% | +0.7% | -1.5% |
| 6M | -36.2% | -9.4% | -26.8% | -35.1% |
| YTD | -39.6% | +3.0% | -42.6% | -39.8% |
| 1Y | -50.7% | +5.1% | -55.8% | -51.2% |
| All | -58.4% | +20.6% | -79.0% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling