+479.5%
XLP vs CELH
+310.0%
+169.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | +2.3% | +9.4% | -7.1% | +2.2% |
| 30D | +9.1% | +14.8% | -5.7% | +8.9% |
| 3M | +7.9% | +20.5% | -12.7% | +7.6% |
| 6M | +9.6% | +1.6% | +8.0% | +9.5% |
| YTD | +19.4% | -28.3% | +47.7% | +19.7% |
| 1Y | +22.4% | -26.4% | +48.8% | +22.6% |
| 3Y | +43.2% | -43.0% | +86.1% | +43.2% |
| 5Y | +42.6% | +4.8% | +37.8% | +41.2% |
| 10Y | +135.4% | +4,820.0% | -4,684.6% | +125.6% |
| All | +479.5% | +310.0% | +169.5% | +435.7% |
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