+49.9%
XLE vs CELH
-47.2%
+97.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | -4.5% |
| 7D | -7.2% | +9.9% | -17.1% | -6.5% |
| 30D | +0.1% | +11.7% | -11.6% | +1.0% |
| 3M | +9.2% | +4.1% | +5.1% | +10.0% |
| 6M | +8.4% | -8.4% | +16.8% | +8.8% |
| YTD | +44.9% | -32.8% | +77.7% | +44.2% |
| 1Y | +49.9% | -48.4% | +98.2% | +49.2% |
| All | +49.9% | -47.2% | +97.0% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling