+3,733.8%
CELH vs XYL
+150.5%
+3,583.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -11.2% | +1.2% | -12.4% | -11.9% |
| 30D | -1.4% | -11.9% | +10.5% | +6.2% |
| 3M | -4.2% | -1.5% | -2.6% | -3.7% |
| 6M | -40.5% | -11.9% | -28.6% | -36.3% |
| YTD | -40.5% | -20.6% | -19.9% | -32.7% |
| 1Y | -53.0% | -23.5% | -29.5% | -45.6% |
| 3Y | -59.1% | +14.9% | -73.9% | -63.8% |
| 5Y | -10.7% | -15.3% | +4.6% | -8.5% |
| All | +3,733.8% | +150.5% | +3,583.3% | +2,904.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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