+121.7%
CELH vs XRT
+432.1%
-310.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.4% |
| 7D | -3.8% | -0.3% | -3.5% | -3.6% |
| 30D | +6.4% | -5.6% | +12.1% | +10.1% |
| 3M | +5.6% | +2.5% | +3.0% | +4.5% |
| 6M | -31.1% | +3.7% | -34.8% | -32.1% |
| YTD | -35.4% | +1.0% | -36.3% | -35.3% |
| 1Y | -46.9% | -1.2% | -45.7% | -46.0% |
| 3Y | -56.0% | +43.4% | -99.4% | -63.8% |
| 5Y | +1.2% | -0.7% | +2.0% | +3.1% |
| 10Y | +4,043.9% | +123.7% | +3,920.2% | +2,859.2% |
| All | +121.7% | +432.1% | -310.4% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling