+20.7%
XLK vs CELH
-47.2%
+67.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | -7.6% | +9.9% | -17.5% | -7.9% |
| 30D | -12.2% | +11.7% | -23.9% | -12.5% |
| 3M | -5.5% | +4.1% | -9.6% | -6.0% |
| 6M | +9.2% | -8.4% | +17.6% | +9.5% |
| YTD | +23.0% | -32.8% | +55.8% | +25.9% |
| 1Y | +20.7% | -48.4% | +69.1% | +26.2% |
| All | +20.7% | -47.2% | +67.9% | +26.2% |
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 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