-6.1%
CELH vs XYL
-16.2%
+10.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.9% |
| 7D | -11.2% | +1.2% | -12.4% | -12.0% |
| 30D | -1.4% | -11.9% | +10.5% | +7.8% |
| 3M | -4.2% | -1.5% | -2.6% | -3.8% |
| 6M | -40.5% | -11.9% | -28.6% | -35.4% |
| YTD | -40.5% | -20.6% | -19.9% | -30.9% |
| 1Y | -53.0% | -23.5% | -29.5% | -43.9% |
| 3Y | -59.1% | +14.9% | -73.9% | -67.0% |
| All | -6.1% | -16.2% | +10.1% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling