+360.9%
XLU vs CELH
+240.2%
+120.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.3% |
| 7D | -1.6% | -11.2% | +9.6% | -1.4% |
| 30D | -3.3% | -1.4% | -1.9% | -3.3% |
| 3M | -3.2% | -4.2% | +1.0% | -3.2% |
| 6M | -7.0% | -40.5% | +33.5% | -6.3% |
| YTD | +0.6% | -40.5% | +41.1% | +1.3% |
| 1Y | +2.4% | -53.0% | +55.4% | +3.4% |
| 3Y | +46.3% | -59.1% | +105.3% | +47.1% |
| 5Y | +44.0% | -10.7% | +54.7% | +42.1% |
| 10Y | +140.1% | +3,788.6% | -3,648.5% | +122.6% |
| All | +360.9% | +240.2% | +120.6% | +278.8% |
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 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