-59.1%
CELH vs SPXL
+221.9%
-281.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.4% |
| 7D | -11.2% | -2.5% | -8.7% | -10.4% |
| 30D | -1.4% | -4.2% | +2.8% | 0.0% |
| 3M | -4.2% | +8.1% | -12.3% | -7.0% |
| 6M | -40.5% | +35.6% | -76.1% | -47.4% |
| YTD | -40.5% | +28.8% | -69.3% | -46.7% |
| 1Y | -53.0% | +39.8% | -92.8% | -59.1% |
| 3Y | -59.1% | +221.4% | -280.4% | -77.9% |
| All | -59.1% | +221.9% | -281.0% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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