-5.4%
CELH vs EXC
+46.0%
-51.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.3% |
| 7D | -11.7% | +0.3% | -12.0% | -11.8% |
| 30D | +1.6% | -0.9% | +2.4% | +1.9% |
| 3M | -2.0% | -2.7% | +0.7% | -1.1% |
| 6M | -36.2% | -9.4% | -26.8% | -34.1% |
| YTD | -39.6% | +3.0% | -42.6% | -40.4% |
| 1Y | -50.7% | +5.1% | -55.8% | -51.9% |
| 3Y | -58.9% | +20.6% | -79.5% | -62.6% |
| 5Y | -5.4% | +45.7% | -51.1% | -11.1% |
| All | -5.4% | +46.0% | -51.4% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling