+434.9%
XLP vs CELH
+283.2%
+151.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.8% |
| 7D | -1.0% | -7.0% | +6.0% | -0.9% |
| 30D | -0.9% | +5.2% | -6.1% | -1.0% |
| 3M | +3.8% | +10.5% | -6.7% | +3.6% |
| 6M | -1.7% | -32.7% | +31.0% | -1.4% |
| YTD | +10.3% | -33.0% | +43.2% | +10.6% |
| 1Y | +7.8% | -49.5% | +57.3% | +8.4% |
| 3Y | +27.2% | -52.6% | +79.8% | +27.5% |
| 5Y | +32.5% | +5.2% | +27.3% | +31.3% |
| 10Y | +101.8% | +4,178.1% | -4,076.3% | +93.6% |
| All | +434.9% | +283.2% | +151.7% | +394.9% |
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