+149.7%
XBI vs CELH
+3,788.6%
-3,638.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -4.6% | -11.2% | +6.6% | -3.1% |
| 30D | -2.0% | -1.4% | -0.6% | -1.9% |
| 3M | +17.8% | -4.2% | +21.9% | +17.3% |
| 6M | +23.7% | -40.5% | +64.2% | +31.4% |
| YTD | +28.2% | -40.5% | +68.7% | +35.7% |
| 1Y | +64.0% | -53.0% | +117.0% | +77.8% |
| 3Y | +99.4% | -59.1% | +158.5% | +109.5% |
| 5Y | +19.3% | -10.7% | +30.0% | +3.7% |
| All | +149.7% | +3,788.6% | -3,638.9% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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