+3,733.8%
CELH vs XEL
+151.6%
+3,582.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -11.2% | -0.3% | -10.9% | -11.1% |
| 30D | -1.4% | -3.9% | +2.5% | 0.0% |
| 3M | -4.2% | -2.8% | -1.3% | -3.2% |
| 6M | -40.5% | -5.4% | -35.1% | -39.4% |
| YTD | -40.5% | +3.8% | -44.2% | -41.4% |
| 1Y | -53.0% | +6.8% | -59.8% | -54.3% |
| 3Y | -59.1% | +45.6% | -104.6% | -65.1% |
| 5Y | -10.7% | +30.7% | -41.4% | -21.1% |
| All | +3,733.8% | +151.6% | +3,582.2% | +3,043.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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