+32.0%
XLP vs CELH
+3.8%
+28.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.5% |
| 7D | -1.4% | -3.8% | +2.3% | -1.2% |
| 30D | -1.3% | +6.4% | -7.7% | -1.7% |
| 3M | +1.8% | +5.6% | -3.7% | +1.3% |
| 6M | -0.8% | -31.1% | +30.3% | +0.7% |
| YTD | +9.5% | -35.4% | +44.9% | +11.4% |
| 1Y | +7.2% | -46.9% | +54.0% | +9.8% |
| 3Y | +27.1% | -56.0% | +83.2% | +28.9% |
| 5Y | +32.0% | +1.2% | +30.8% | +22.4% |
| All | +32.0% | +3.8% | +28.3% | +22.4% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling