+607.4%
XLI vs CELH
+245.5%
+361.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.4% |
| 7D | -0.6% | -11.7% | +11.1% | -0.3% |
| 30D | -6.9% | +1.6% | -8.5% | -7.0% |
| 3M | -1.9% | -2.0% | 0.0% | -2.0% |
| 6M | +1.0% | -36.2% | +37.2% | +1.8% |
| YTD | +11.3% | -39.6% | +50.9% | +12.2% |
| 1Y | +15.8% | -50.7% | +66.5% | +17.1% |
| 3Y | +69.8% | -58.9% | +128.7% | +71.1% |
| 5Y | +80.9% | -5.4% | +86.3% | +77.9% |
| 10Y | +257.2% | +3,848.6% | -3,591.4% | +228.6% |
| All | +607.4% | +245.5% | +361.9% | +470.2% |
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