-59.1%
CELH vs XYL
+15.7%
-74.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -11.2% | +1.2% | -12.4% | -11.8% |
| 30D | -1.4% | -11.9% | +10.5% | +4.7% |
| 3M | -4.2% | -1.5% | -2.6% | -3.8% |
| 6M | -40.5% | -11.9% | -28.6% | -37.0% |
| YTD | -40.5% | -20.6% | -19.9% | -34.1% |
| 1Y | -53.0% | -23.5% | -29.5% | -46.9% |
| 3Y | -59.1% | +14.9% | -73.9% | -60.3% |
| All | -59.1% | +15.7% | -74.7% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling