+788.5%
XLK vs CELH
+3,788.6%
-3,000.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.1% |
| 7D | +0.2% | -11.2% | +11.4% | +1.5% |
| 30D | -0.6% | -1.4% | +0.8% | -0.7% |
| 3M | +2.6% | -4.2% | +6.7% | +2.2% |
| 6M | +34.0% | -40.5% | +74.4% | +40.3% |
| YTD | +30.7% | -40.5% | +71.2% | +36.4% |
| 1Y | +39.2% | -53.0% | +92.2% | +48.3% |
| 3Y | +120.4% | -59.1% | +179.5% | +129.6% |
| 5Y | +148.8% | -10.7% | +159.5% | +123.6% |
| All | +788.5% | +3,788.6% | -3,000.1% | +466.2% |
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 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