-12.6%
CELH vs EXPE
+90.4%
-103.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.2% | -4.2% |
| 7D | -15.8% | -8.7% | -7.1% | -13.2% |
| 30D | -5.2% | -13.6% | +8.4% | -0.6% |
| 3M | -6.1% | +26.6% | -32.8% | -12.6% |
| 6M | -40.9% | +19.9% | -60.8% | -44.2% |
| YTD | -41.8% | -1.7% | -40.1% | -42.5% |
| 1Y | -52.6% | +29.4% | -82.1% | -58.1% |
| 3Y | -60.4% | +155.7% | -216.0% | -76.2% |
| 5Y | -12.6% | +93.1% | -105.7% | -38.2% |
| All | -12.6% | +90.4% | -103.0% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling