-6.1%
CELH vs XME
+162.6%
-168.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.7% |
| 7D | -11.2% | -4.2% | -7.0% | -9.2% |
| 30D | -1.4% | -2.7% | +1.3% | -0.3% |
| 3M | -4.2% | -3.9% | -0.2% | -2.5% |
| 6M | -40.5% | -1.0% | -39.5% | -41.7% |
| YTD | -40.5% | +9.8% | -50.3% | -45.7% |
| 1Y | -53.0% | +32.5% | -85.6% | -62.3% |
| 3Y | -59.1% | +124.3% | -183.4% | -77.8% |
| All | -6.1% | +162.6% | -168.7% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling