+1,982.2%
XLK vs CELH
+240.2%
+1,742.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.3% |
| 7D | +0.2% | -11.2% | +11.4% | +0.5% |
| 30D | -0.6% | -1.4% | +0.8% | -0.6% |
| 3M | +2.6% | -4.2% | +6.7% | +2.5% |
| 6M | +34.0% | -40.5% | +74.4% | +35.3% |
| YTD | +30.7% | -40.5% | +71.2% | +31.9% |
| 1Y | +39.2% | -53.0% | +92.2% | +41.1% |
| 3Y | +120.4% | -59.1% | +179.5% | +122.5% |
| 5Y | +148.8% | -10.7% | +159.5% | +144.7% |
| 10Y | +803.3% | +3,788.6% | -2,985.3% | +733.2% |
| All | +1,982.2% | +240.2% | +1,742.0% | +1,659.7% |
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