+104.1%
CELH vs XEL
+563.4%
-459.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -4.2% | -2.8% | -1.3% | -2.8% |
| 6M | -40.5% | -5.4% | -35.1% | -38.9% |
| YTD | -40.5% | +3.8% | -44.2% | -41.8% |
| 1Y | -53.0% | +6.8% | -59.8% | -54.9% |
| 3Y | -59.1% | +45.6% | -104.6% | -67.7% |
| 5Y | -10.7% | +30.7% | -41.4% | -26.7% |
| 10Y | +3,788.6% | +151.7% | +3,636.9% | +1,920.6% |
| All | +104.1% | +563.4% | -459.3% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling