+3,733.8%
CELH vs XYZ
+610.4%
+3,123.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -11.2% | -4.3% | -6.9% | -9.7% |
| 30D | -1.4% | +1.2% | -2.6% | -2.0% |
| 3M | -4.2% | +14.6% | -18.8% | -8.6% |
| 6M | -40.5% | +22.6% | -63.0% | -45.0% |
| YTD | -40.5% | +21.7% | -62.2% | -45.7% |
| 1Y | -53.0% | +6.7% | -59.7% | -55.0% |
| 3Y | -59.1% | +46.8% | -105.9% | -69.2% |
| 5Y | -10.7% | -68.0% | +57.3% | +10.8% |
| All | +3,733.8% | +610.4% | +3,123.4% | +2,859.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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