+3,733.8%
CELH vs XLB
+163.8%
+3,570.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.9% |
| 7D | -11.2% | -2.8% | -8.4% | -8.7% |
| 30D | -1.4% | -3.1% | +1.7% | +1.8% |
| 3M | -4.2% | -0.2% | -4.0% | -3.4% |
| 6M | -40.5% | +3.1% | -43.5% | -42.4% |
| YTD | -40.5% | +13.3% | -53.8% | -47.7% |
| 1Y | -53.0% | +12.0% | -65.0% | -58.2% |
| 3Y | -59.1% | +31.4% | -90.5% | -69.0% |
| 5Y | -10.7% | +33.9% | -44.6% | -30.6% |
| All | +3,733.8% | +163.8% | +3,570.0% | +2,038.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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