+4,171.0%
CELH vs EXPD
+336.9%
+3,834.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.7% |
| 7D | +6.2% | +3.6% | +2.6% | +4.4% |
| 30D | +14.2% | +0.3% | +13.9% | +13.8% |
| 3M | +15.5% | +6.1% | +9.4% | +11.9% |
| 6M | +7.7% | +27.4% | -19.7% | -4.6% |
| YTD | -30.3% | +32.0% | -62.3% | -40.5% |
| 1Y | -29.0% | +40.5% | -69.5% | -41.5% |
| 3Y | -44.5% | +75.7% | -120.2% | -60.5% |
| 5Y | +14.8% | +61.7% | -46.9% | -16.7% |
| All | +4,171.0% | +336.9% | +3,834.0% | +1,938.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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