+9.1%
XLF vs CELH
-50.1%
+59.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.6% |
| 7D | 0.0% | -7.0% | +7.0% | +0.3% |
| 30D | +0.2% | +5.2% | -5.0% | -0.1% |
| 3M | +11.7% | +10.5% | +1.2% | +11.1% |
| 6M | +13.8% | -32.7% | +46.5% | +15.8% |
| YTD | +7.0% | -33.0% | +40.0% | +8.6% |
| 1Y | +9.1% | -49.5% | +58.7% | +11.8% |
| All | +9.1% | -50.1% | +59.3% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling