-53.0%
CELH vs EXEL
+48.5%
-101.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.7% |
| 7D | -11.2% | -4.9% | -6.3% | -10.2% |
| 30D | -1.4% | +11.4% | -12.8% | -3.7% |
| 3M | -4.2% | +4.9% | -9.1% | -4.4% |
| 6M | -40.5% | +34.4% | -74.9% | -42.7% |
| YTD | -40.5% | +28.0% | -68.5% | -42.2% |
| 1Y | -53.0% | +43.6% | -96.6% | -54.9% |
| All | -53.0% | +48.5% | -101.5% | -54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling