+3,733.8%
CELH vs XRT
+128.2%
+3,605.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.1% |
| 7D | -11.2% | -3.2% | -8.0% | -8.7% |
| 30D | -1.4% | -4.5% | +3.0% | +2.5% |
| 3M | -4.2% | -3.1% | -1.1% | -1.0% |
| 6M | -40.5% | +4.2% | -44.7% | -42.0% |
| YTD | -40.5% | -0.1% | -40.4% | -40.0% |
| 1Y | -53.0% | -3.0% | -50.0% | -51.3% |
| 3Y | -59.1% | +41.8% | -100.9% | -69.4% |
| 5Y | -10.7% | -1.3% | -9.4% | -9.9% |
| All | +3,733.8% | +128.2% | +3,605.6% | +2,138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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