+143.7%
XLC vs CELH
+1,615.5%
-1,471.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | +0.5% | -11.2% | +11.7% | +1.8% |
| 30D | +2.1% | -1.4% | +3.6% | +2.2% |
| 3M | +0.7% | -4.2% | +4.8% | +0.5% |
| 6M | -3.2% | -40.5% | +37.3% | +1.4% |
| YTD | -3.8% | -40.5% | +36.7% | +0.5% |
| 1Y | -2.0% | -53.0% | +51.0% | +4.3% |
| 3Y | +71.4% | -59.1% | +130.4% | +78.2% |
| 5Y | +40.7% | -10.7% | +51.4% | +24.6% |
| All | +143.7% | +1,615.5% | -1,471.8% | +32.9% |
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