+17.2%
XLI vs CELH
-50.1%
+67.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.5% |
| 7D | -1.1% | -7.0% | +6.0% | -0.8% |
| 30D | -5.9% | +5.2% | -11.1% | -6.2% |
| 3M | -0.3% | +10.5% | -10.7% | -0.9% |
| 6M | +0.1% | -32.7% | +32.8% | +2.2% |
| YTD | +13.6% | -33.0% | +46.6% | +15.6% |
| 1Y | +17.2% | -49.5% | +66.7% | +20.1% |
| All | +17.2% | -50.1% | +67.3% | +20.1% |
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