+45.7%
CELH vs EXE
+192.2%
-146.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -3.8% | -1.8% | -2.0% | -3.4% |
| 30D | +6.4% | +6.4% | 0.0% | +4.9% |
| 3M | +5.6% | +9.2% | -3.7% | +3.1% |
| 6M | -31.1% | -7.0% | -24.1% | -30.3% |
| YTD | -35.4% | -9.5% | -25.9% | -34.3% |
| 1Y | -46.9% | +6.2% | -53.1% | -48.4% |
| 3Y | -56.0% | +20.7% | -76.8% | -59.3% |
| 5Y | +1.2% | +103.6% | -102.4% | -15.7% |
| All | +45.7% | +192.2% | -146.5% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling