+44.0%
XLP vs CELH
-45.1%
+89.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.7% |
| 7D | +0.1% | +10.8% | -10.7% | -0.4% |
| 30D | +8.9% | +16.1% | -7.2% | +8.1% |
| 3M | +7.5% | +19.5% | -12.0% | +6.5% |
| 6M | +9.4% | +2.8% | +6.6% | +8.9% |
| YTD | +19.3% | -27.4% | +46.7% | +20.2% |
| 1Y | +21.7% | -20.1% | +41.8% | +22.1% |
| 3Y | +44.0% | -42.9% | +86.9% | +40.8% |
| All | +44.0% | -45.1% | +89.0% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling