+28.4%
XLY vs CELH
-10.8%
+39.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.6% |
| 7D | -1.7% | -11.2% | +9.5% | 0.0% |
| 30D | -4.2% | -1.4% | -2.7% | -4.1% |
| 3M | -2.7% | -4.2% | +1.5% | -3.0% |
| 6M | -0.6% | -40.5% | +39.8% | +6.1% |
| YTD | -5.0% | -40.5% | +35.5% | +1.0% |
| 1Y | -4.1% | -53.0% | +48.9% | +4.7% |
| 3Y | +33.6% | -59.1% | +92.7% | +42.1% |
| All | +28.4% | -10.8% | +39.2% | -1.1% |
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 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