+482.2%
XLP vs CELH
+313.0%
+169.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.5% |
| 7D | -0.5% | +7.4% | -8.0% | -0.6% |
| 30D | +8.3% | +16.4% | -8.0% | +8.1% |
| 3M | +8.7% | +17.6% | -8.9% | +8.5% |
| 6M | +11.2% | +7.8% | +3.3% | +11.0% |
| YTD | +20.0% | -27.8% | +47.8% | +20.2% |
| 1Y | +21.3% | -24.4% | +45.8% | +21.5% |
| 3Y | +43.8% | -42.5% | +86.4% | +43.9% |
| 5Y | +43.3% | +1.4% | +41.9% | +42.0% |
| 10Y | +136.8% | +4,553.5% | -4,416.8% | +127.0% |
| All | +482.2% | +313.0% | +169.2% | +438.1% |
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