-40.1%
CELH vs EXR
+53.5%
-93.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +0.8% | -0.4% | +1.2% | +1.0% |
| 30D | +19.3% | +18.2% | +1.1% | +11.4% |
| 3M | +12.6% | +7.3% | +5.3% | +9.3% |
| 6M | +16.4% | +13.8% | +2.5% | +10.2% |
| YTD | -29.1% | +25.9% | -55.1% | -35.5% |
| 1Y | -26.3% | +25.8% | -52.1% | -33.0% |
| 3Y | -40.1% | +53.7% | -93.8% | -45.1% |
| All | -40.1% | +53.5% | -93.6% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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