+3,733.8%
CELH vs QXO
+34.5%
+3,699.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | -11.2% | -7.8% | -3.4% | -11.0% |
| 30D | -1.4% | -18.1% | +16.6% | -1.0% |
| 3M | -4.2% | -25.8% | +21.6% | -3.5% |
| 6M | -40.5% | -41.7% | +1.3% | -39.8% |
| YTD | -40.5% | -36.2% | -4.3% | -40.0% |
| 1Y | -53.0% | -42.1% | -10.9% | -52.5% |
| 3Y | -59.1% | -46.2% | -12.9% | -62.1% |
| 5Y | -10.7% | -70.7% | +60.0% | -17.2% |
| All | +3,733.8% | +34.5% | +3,699.3% | +2,878.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling