+106.2%
XLP vs CELH
+3,867.5%
-3,761.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.8% |
| 7D | -2.9% | -11.7% | +8.8% | -2.3% |
| 30D | -2.2% | +1.6% | -3.8% | -2.4% |
| 3M | -0.6% | -2.0% | +1.4% | -0.8% |
| 6M | -2.2% | -36.2% | +34.0% | -0.4% |
| YTD | +8.3% | -39.6% | +47.8% | +10.4% |
| 1Y | +5.7% | -50.7% | +56.4% | +8.5% |
| 3Y | +25.7% | -58.9% | +84.5% | +27.8% |
| 5Y | +31.3% | -5.4% | +36.7% | +25.0% |
| 10Y | +106.2% | +3,848.6% | -3,742.4% | +59.4% |
| All | +106.2% | +3,867.5% | -3,761.3% | +59.4% |
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 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