+64.3%
XLF vs CELH
-10.8%
+75.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | -1.5% | -11.2% | +9.8% | -0.5% |
| 30D | -1.2% | -1.4% | +0.3% | -1.1% |
| 3M | +9.2% | -4.2% | +13.3% | +9.0% |
| 6M | +16.3% | -40.5% | +56.8% | +20.6% |
| YTD | +5.4% | -40.5% | +45.9% | +9.0% |
| 1Y | +7.6% | -53.0% | +60.6% | +12.9% |
| 3Y | +74.2% | -59.1% | +133.3% | +80.4% |
| All | +64.3% | -10.8% | +75.1% | +40.5% |
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