+35.5%
XLV vs CELH
-10.8%
+46.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.3% |
| 7D | -3.6% | -11.2% | +7.7% | -2.8% |
| 30D | -1.8% | -1.4% | -0.4% | -1.8% |
| 3M | +7.8% | -4.2% | +11.9% | +7.7% |
| 6M | +9.1% | -40.5% | +49.6% | +12.2% |
| YTD | +7.7% | -40.5% | +48.2% | +10.6% |
| 1Y | +20.4% | -53.0% | +73.4% | +25.1% |
| 3Y | +30.8% | -59.1% | +89.8% | +34.1% |
| All | +35.5% | -10.8% | +46.3% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling