+227.7%
XLE vs CELH
-4.4%
+232.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.1% |
| 7D | +0.3% | -11.7% | +12.0% | +0.9% |
| 30D | +8.5% | +1.6% | +6.9% | +8.3% |
| 3M | +14.6% | -2.0% | +16.6% | +14.3% |
| 6M | +17.6% | -36.2% | +53.7% | +19.7% |
| YTD | +48.1% | -39.6% | +87.7% | +51.0% |
| 1Y | +53.8% | -50.7% | +104.5% | +58.1% |
| 3Y | +56.2% | -58.9% | +115.1% | +58.7% |
| 5Y | +227.7% | -5.4% | +233.1% | +209.2% |
| All | +227.7% | -4.4% | +232.1% | +209.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling