+143.1%
CELH vs EXR
+1,746.9%
-1,603.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | +19.3% | +18.2% | +1.1% | +13.7% |
| 3M | +12.6% | +7.3% | +5.3% | +10.4% |
| 6M | +16.4% | +13.8% | +2.5% | +12.0% |
| YTD | -29.1% | +25.9% | -55.1% | -33.7% |
| 1Y | -26.3% | +25.8% | -52.1% | -31.1% |
| 3Y | -40.1% | +53.7% | -93.8% | -47.6% |
| 5Y | +16.7% | -1.8% | +18.4% | +15.5% |
| 10Y | +4,466.2% | +214.5% | +4,251.7% | +3,382.4% |
| All | +143.1% | +1,746.9% | -1,603.7% | +47.4% |
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