+121.7%
CELH vs XLB
+340.0%
-218.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.0% |
| 7D | -3.8% | -0.2% | -3.5% | -3.6% |
| 30D | +6.4% | -1.7% | +8.2% | +7.8% |
| 3M | +5.6% | +4.4% | +1.2% | +3.0% |
| 6M | -31.1% | +5.0% | -36.2% | -33.5% |
| YTD | -35.4% | +15.5% | -50.8% | -41.5% |
| 1Y | -46.9% | +14.9% | -61.8% | -51.7% |
| 3Y | -56.0% | +34.5% | -90.5% | -63.8% |
| 5Y | +1.2% | +36.5% | -35.3% | -14.4% |
| 10Y | +4,043.9% | +159.6% | +3,884.3% | +2,428.2% |
| All | +121.7% | +340.0% | -218.3% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling