+3,733.8%
CELH vs EXPE
+169.0%
+3,564.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | -11.2% | -5.8% | -5.4% | -9.6% |
| 30D | -1.4% | -13.6% | +12.2% | +3.1% |
| 3M | -4.2% | +25.2% | -29.3% | -10.2% |
| 6M | -40.5% | +22.3% | -62.8% | -44.0% |
| YTD | -40.5% | -0.3% | -40.2% | -41.5% |
| 1Y | -53.0% | +27.8% | -80.8% | -57.9% |
| 3Y | -59.1% | +162.4% | -221.5% | -73.2% |
| 5Y | -10.7% | +95.8% | -106.5% | -36.1% |
| All | +3,733.8% | +169.0% | +3,564.8% | +2,155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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