-59.9%
CELH vs EXPE
+153.4%
-213.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.2% | -3.9% |
| 7D | -15.8% | -8.7% | -7.1% | -14.4% |
| 30D | -5.2% | -13.6% | +8.4% | -2.6% |
| 3M | -6.1% | +26.6% | -32.8% | -8.7% |
| 6M | -40.9% | +19.9% | -60.8% | -42.1% |
| YTD | -41.8% | -1.7% | -40.1% | -42.0% |
| 1Y | -52.6% | +29.4% | -82.1% | -54.6% |
| All | -59.9% | +153.4% | -213.3% | -69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling