+176.9%
XLE vs CELH
+3,704.3%
-3,527.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.4% |
| 7D | +0.5% | -15.8% | +16.2% | +1.5% |
| 30D | +6.6% | -5.2% | +11.8% | +6.8% |
| 3M | +12.3% | -6.1% | +18.4% | +12.1% |
| 6M | +18.4% | -40.9% | +59.3% | +21.5% |
| YTD | +47.2% | -41.8% | +89.0% | +50.9% |
| 1Y | +50.3% | -52.6% | +102.9% | +55.5% |
| 3Y | +55.3% | -60.4% | +115.7% | +58.7% |
| 5Y | +226.0% | -12.6% | +238.6% | +203.5% |
| All | +176.9% | +3,704.3% | -3,527.4% | +96.4% |
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