+121.7%
CELH vs EXEL
+482.5%
-360.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.3% |
| 7D | -3.8% | +1.4% | -5.1% | -3.9% |
| 30D | +6.4% | +6.7% | -0.2% | +5.7% |
| 3M | +5.6% | +11.5% | -5.9% | +4.5% |
| 6M | -31.1% | +38.8% | -69.9% | -33.6% |
| YTD | -35.4% | +31.6% | -67.0% | -37.3% |
| 1Y | -46.9% | +53.0% | -99.9% | -49.4% |
| 3Y | -56.0% | +160.8% | -216.9% | -60.8% |
| 5Y | +1.2% | +190.1% | -188.9% | -10.6% |
| 10Y | +4,043.9% | +367.0% | +3,677.0% | +3,300.3% |
| All | +121.7% | +482.5% | -360.8% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling