+143.1%
CELH vs XRT
+466.5%
-323.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.4% |
| 7D | +0.8% | +1.7% | -0.9% | -0.1% |
| 30D | +19.3% | +7.5% | +11.8% | +14.3% |
| 3M | +12.6% | +2.2% | +10.5% | +11.3% |
| 6M | +16.4% | +14.7% | +1.7% | +8.1% |
| YTD | -29.1% | +7.5% | -36.6% | -31.6% |
| 1Y | -26.3% | +14.1% | -40.5% | -31.2% |
| 3Y | -40.1% | +58.8% | -98.9% | -53.6% |
| 5Y | +16.7% | -3.9% | +20.6% | +19.3% |
| 10Y | +4,466.2% | +137.7% | +4,328.5% | +3,049.0% |
| All | +143.1% | +466.5% | -323.4% | +27.5% |
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