+309.2%
XLE vs CELH
+283.2%
+26.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.8% |
| 7D | +2.2% | -7.0% | +9.2% | +2.4% |
| 30D | +11.8% | +5.2% | +6.6% | +11.5% |
| 3M | +9.8% | +10.5% | -0.7% | +9.3% |
| 6M | +15.6% | -32.7% | +48.3% | +16.4% |
| YTD | +45.3% | -33.0% | +78.2% | +46.2% |
| 1Y | +48.3% | -49.5% | +97.8% | +50.1% |
| 3Y | +55.4% | -52.6% | +108.1% | +56.1% |
| 5Y | +216.1% | +5.2% | +210.9% | +207.7% |
| 10Y | +178.4% | +4,178.1% | -3,999.7% | +144.0% |
| All | +309.2% | +283.2% | +26.0% | +173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling