-59.9%
CELH vs EXE
+18.1%
-78.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -3.9% | -3.7% |
| 7D | -15.8% | -2.2% | -13.6% | -15.4% |
| 30D | -5.2% | -0.8% | -4.4% | -5.1% |
| 3M | -6.1% | +10.0% | -16.2% | -8.0% |
| 6M | -40.9% | -6.3% | -34.5% | -40.2% |
| YTD | -41.8% | -10.7% | -31.1% | -40.6% |
| 1Y | -52.6% | +2.7% | -55.3% | -53.5% |
| All | -59.9% | +18.1% | -78.1% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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