+107.3%
CELH vs XME
+209.6%
-102.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.2% |
| 7D | -11.7% | -0.2% | -11.4% | -11.6% |
| 30D | +1.6% | +1.4% | +0.2% | +0.9% |
| 3M | -2.0% | +2.7% | -4.7% | -3.3% |
| 6M | -36.2% | +6.5% | -42.7% | -38.8% |
| YTD | -39.6% | +15.2% | -54.8% | -44.1% |
| 1Y | -50.7% | +43.5% | -94.2% | -58.7% |
| 3Y | -58.9% | +135.9% | -194.7% | -72.3% |
| 5Y | -5.4% | +181.5% | -186.8% | -40.2% |
| 10Y | +3,848.6% | +436.9% | +3,411.7% | +1,801.4% |
| All | +107.3% | +209.6% | -102.3% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling