+177.6%
XLF vs CELH
+232.9%
-55.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.3% | -0.2% |
| 7D | -2.9% | -15.8% | +12.9% | -2.5% |
| 30D | -1.6% | -5.2% | +3.6% | -1.5% |
| 3M | +9.3% | -6.1% | +15.4% | +9.3% |
| 6M | +14.6% | -40.9% | +55.4% | +15.8% |
| YTD | +4.7% | -41.8% | +46.5% | +5.8% |
| 1Y | +8.6% | -52.6% | +61.3% | +10.2% |
| 3Y | +73.9% | -60.4% | +134.2% | +75.6% |
| 5Y | +65.0% | -12.6% | +77.7% | +61.9% |
| 10Y | +250.4% | +3,704.3% | -3,453.9% | +214.2% |
| All | +177.6% | +232.9% | -55.3% | +106.7% |
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