+253.9%
XLI vs CELH
+3,788.6%
-3,534.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.9% |
| 7D | -1.7% | -11.2% | +9.6% | -0.8% |
| 30D | -7.3% | -1.4% | -5.8% | -7.3% |
| 3M | -1.3% | -4.2% | +2.8% | -1.5% |
| 6M | +2.2% | -40.5% | +42.7% | +5.6% |
| YTD | +11.7% | -40.5% | +52.2% | +15.2% |
| 1Y | +14.3% | -53.0% | +67.3% | +19.4% |
| 3Y | +70.3% | -59.1% | +129.4% | +75.3% |
| 5Y | +82.3% | -10.7% | +93.0% | +68.8% |
| All | +253.9% | +3,788.6% | -3,534.7% | +145.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling