+68.7%
XLC vs CELH
-59.6%
+128.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.2% |
| 7D | -1.4% | -11.7% | +10.3% | -0.7% |
| 30D | -0.9% | +1.6% | -2.5% | -1.0% |
| 3M | -0.3% | -2.0% | +1.6% | -0.5% |
| 6M | -5.2% | -36.2% | +31.0% | -3.0% |
| YTD | -5.3% | -39.6% | +34.3% | -3.1% |
| 1Y | -2.8% | -50.7% | +47.9% | +0.4% |
| All | +68.7% | -59.6% | +128.3% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling