-58.4%
CELH vs XLB
+32.2%
-90.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -5.6% |
| 7D | -11.7% | -2.9% | -8.7% | -9.5% |
| 30D | +1.6% | -3.4% | +4.9% | +4.6% |
| 3M | -2.0% | +1.6% | -3.6% | -2.5% |
| 6M | -36.2% | +3.6% | -39.8% | -38.0% |
| YTD | -39.6% | +14.2% | -53.8% | -46.5% |
| 1Y | -50.7% | +15.6% | -66.3% | -56.8% |
| All | -58.4% | +32.2% | -90.7% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling