+3,733.8%
CELH vs XLRE
+89.0%
+3,644.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +1.5% |
| 7D | -11.2% | -1.2% | -10.1% | -10.3% |
| 30D | -1.4% | -2.4% | +1.0% | +0.8% |
| 3M | -4.2% | -2.5% | -1.7% | -2.0% |
| 6M | -40.5% | +4.0% | -44.4% | -42.5% |
| YTD | -40.5% | +9.3% | -49.8% | -44.9% |
| 1Y | -53.0% | +5.6% | -58.6% | -55.3% |
| 3Y | -59.1% | +31.3% | -90.3% | -68.3% |
| 5Y | -10.7% | +9.5% | -20.3% | -16.7% |
| All | +3,733.8% | +89.0% | +3,644.8% | +2,567.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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