+7.8%
XLP vs CELH
-50.1%
+57.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.6% |
| 7D | -1.0% | -7.0% | +6.0% | -0.7% |
| 30D | -0.9% | +5.2% | -6.1% | -1.2% |
| 3M | +3.8% | +10.5% | -6.7% | +3.2% |
| 6M | -1.7% | -32.7% | +31.0% | -0.5% |
| YTD | +10.3% | -33.0% | +43.2% | +11.8% |
| 1Y | +7.8% | -49.5% | +57.3% | +9.9% |
| All | +7.8% | -50.1% | +57.9% | +9.9% |
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