-24.4%
CELH vs EXPD
+40.0%
-64.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.1% | +0.6% |
| 7D | +7.4% | -1.6% | +9.0% | +7.5% |
| 30D | +16.4% | +0.6% | +15.8% | +16.3% |
| 3M | +17.6% | +9.8% | +7.8% | +17.3% |
| 6M | +7.8% | +25.8% | -17.9% | +7.6% |
| YTD | -27.8% | +31.3% | -59.0% | -28.8% |
| 1Y | -24.4% | +40.9% | -65.4% | -25.3% |
| All | -24.4% | +40.0% | -64.5% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling