+130.0%
CELH vs EXR
+1,503.7%
-1,373.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | -7.0% | -2.6% | -4.5% | -6.3% |
| 30D | +5.2% | -7.2% | +12.4% | +7.5% |
| 3M | +10.5% | -3.5% | +14.0% | +11.6% |
| 6M | -32.7% | -5.3% | -27.4% | -31.7% |
| YTD | -33.0% | +9.4% | -42.3% | -34.7% |
| 1Y | -49.5% | +1.3% | -50.9% | -49.8% |
| 3Y | -52.6% | +22.4% | -75.1% | -55.8% |
| 5Y | +5.2% | -12.2% | +17.4% | +7.6% |
| 10Y | +4,178.1% | +148.6% | +4,029.6% | +3,353.6% |
| All | +130.0% | +1,503.7% | -1,373.8% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling