+3,733.8%
CELH vs EXEL
+375.2%
+3,358.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.6% |
| 7D | -11.2% | -4.9% | -6.3% | -10.4% |
| 30D | -1.4% | +11.4% | -12.8% | -3.4% |
| 3M | -4.2% | +4.9% | -9.1% | -4.8% |
| 6M | -40.5% | +34.4% | -74.9% | -43.8% |
| YTD | -40.5% | +28.0% | -68.5% | -43.3% |
| 1Y | -53.0% | +43.6% | -96.6% | -56.4% |
| 3Y | -59.1% | +155.2% | -214.3% | -66.6% |
| 5Y | -10.7% | +181.2% | -191.9% | -28.7% |
| All | +3,733.8% | +375.2% | +3,358.6% | +2,653.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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