+58.3%
XLE vs CELH
-59.6%
+117.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.0% |
| 7D | +0.3% | -11.7% | +12.0% | +0.5% |
| 30D | +8.5% | +1.6% | +6.9% | +8.4% |
| 3M | +14.6% | -2.0% | +16.6% | +14.4% |
| 6M | +17.6% | -36.2% | +53.7% | +19.1% |
| YTD | +48.1% | -39.6% | +87.7% | +50.1% |
| 1Y | +53.8% | -50.7% | +104.5% | +56.9% |
| All | +58.3% | -59.6% | +117.9% | +62.8% |
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