+179.2%
XLE vs CELH
+4,466.2%
-4,287.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | +5.4% | +0.8% | +4.6% | +5.4% |
| 30D | -3.9% | +19.3% | -23.3% | -5.0% |
| 3M | +7.0% | +12.6% | -5.6% | +6.0% |
| 6M | +14.2% | +16.4% | -2.2% | +12.3% |
| YTD | +48.2% | -29.1% | +77.3% | +50.0% |
| 1Y | +47.7% | -26.3% | +74.0% | +48.9% |
| 3Y | +70.0% | -40.1% | +110.1% | +69.1% |
| 5Y | +169.1% | +16.7% | +152.5% | +146.1% |
| All | +179.2% | +4,466.2% | -4,287.0% | +92.4% |
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