+130.0%
CELH vs EXPD
+438.1%
-308.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | -7.0% | -1.1% | -5.9% | -6.7% |
| 30D | +5.2% | +4.1% | +1.1% | +4.1% |
| 3M | +10.5% | +17.9% | -7.4% | +5.3% |
| 6M | -32.7% | +29.2% | -61.9% | -37.9% |
| YTD | -33.0% | +27.4% | -60.3% | -38.2% |
| 1Y | -49.5% | +56.8% | -106.4% | -56.3% |
| 3Y | -52.6% | +68.0% | -120.7% | -60.2% |
| 5Y | +5.2% | +61.9% | -56.6% | -11.1% |
| 10Y | +4,178.1% | +316.0% | +3,862.1% | +2,854.5% |
| All | +130.0% | +438.1% | -308.2% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling