+25.1%
CELH vs EXR
-1.8%
+26.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +0.8% | -0.4% | +1.2% | +1.1% |
| 30D | +19.3% | +18.2% | +1.1% | +8.5% |
| 3M | +12.6% | +7.3% | +5.3% | +8.2% |
| 6M | +16.4% | +13.8% | +2.5% | +7.8% |
| YTD | -29.1% | +25.9% | -55.1% | -38.2% |
| 1Y | -26.3% | +25.8% | -52.1% | -35.8% |
| 3Y | -40.1% | +53.7% | -93.8% | -56.8% |
| All | +25.1% | -1.8% | +26.8% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling