+3,733.8%
CELH vs XHB
+215.4%
+3,518.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.0% |
| 7D | -11.2% | -4.6% | -6.6% | -7.9% |
| 30D | -1.4% | -9.1% | +7.7% | +6.0% |
| 3M | -4.2% | -8.6% | +4.4% | +2.6% |
| 6M | -40.5% | -4.0% | -36.4% | -39.4% |
| YTD | -40.5% | -3.9% | -36.5% | -39.9% |
| 1Y | -53.0% | -16.5% | -36.5% | -47.4% |
| 3Y | -59.1% | +22.6% | -81.6% | -67.7% |
| 5Y | -10.7% | +33.9% | -44.6% | -33.8% |
| All | +3,733.8% | +215.4% | +3,518.4% | +1,727.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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