+130.0%
CELH vs EXPE
+995.0%
-865.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | -7.0% | -9.5% | +2.5% | -5.3% |
| 30D | +5.2% | -6.6% | +11.8% | +6.8% |
| 3M | +10.5% | +31.4% | -20.9% | +5.2% |
| 6M | -32.7% | +35.2% | -67.9% | -36.5% |
| YTD | -33.0% | +5.8% | -38.8% | -34.3% |
| 1Y | -49.5% | +38.7% | -88.2% | -53.3% |
| 3Y | -52.6% | +175.8% | -228.4% | -62.7% |
| 5Y | +5.2% | +111.8% | -106.6% | -13.5% |
| 10Y | +4,178.1% | +179.7% | +3,998.4% | +3,163.9% |
| All | +130.0% | +995.0% | -865.0% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling