+74.2%
XLF vs CELH
-60.2%
+134.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.6% |
| 7D | -1.5% | -11.2% | +9.8% | -0.9% |
| 30D | -1.2% | -1.4% | +0.3% | -1.1% |
| 3M | +9.2% | -4.2% | +13.3% | +9.1% |
| 6M | +16.3% | -40.5% | +56.8% | +18.9% |
| YTD | +5.4% | -40.5% | +45.9% | +7.6% |
| 1Y | +7.6% | -53.0% | +60.6% | +10.8% |
| 3Y | +74.2% | -59.1% | +133.3% | +79.9% |
| All | +74.2% | -60.2% | +134.4% | +79.9% |
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