-50.7%
CELH vs EXPD
+56.9%
-107.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.8% | -6.7% |
| 7D | -11.7% | +1.2% | -12.8% | -11.8% |
| 30D | +1.6% | +5.2% | -3.6% | +0.9% |
| 3M | -2.0% | +13.2% | -15.2% | -3.4% |
| 6M | -36.2% | +30.3% | -66.5% | -38.3% |
| YTD | -39.6% | +27.0% | -66.6% | -42.5% |
| 1Y | -50.7% | +57.3% | -108.0% | -55.8% |
| All | -50.7% | +56.9% | -107.5% | -55.8% |
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