+4,172.2%
CELH vs XYZ
+606.0%
+3,566.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.2% | -3.5% |
| 7D | -15.8% | -5.2% | -10.6% | -14.1% |
| 30D | -5.2% | 0.0% | -5.2% | -5.3% |
| 3M | -6.1% | +18.7% | -24.8% | -11.3% |
| 6M | -40.9% | +20.5% | -61.4% | -44.8% |
| YTD | -41.8% | +21.5% | -63.3% | -46.6% |
| 1Y | -52.6% | +7.2% | -59.8% | -54.5% |
| 3Y | -60.4% | +49.0% | -109.3% | -69.7% |
| 5Y | -12.6% | -68.1% | +55.5% | +6.0% |
| 10Y | +3,704.3% | +601.6% | +3,102.7% | +2,663.0% |
| All | +4,172.2% | +606.0% | +3,566.2% | +3,403.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling