+46.0%
XOM vs CELH
-50.1%
+96.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.9% |
| 7D | +1.8% | -7.0% | +8.8% | +1.2% |
| 30D | +5.9% | +5.2% | +0.7% | +6.6% |
| 3M | +5.6% | +10.5% | -4.9% | +6.7% |
| 6M | +7.9% | -32.7% | +40.6% | +7.0% |
| YTD | +35.2% | -33.0% | +68.1% | +34.1% |
| 1Y | +46.0% | -49.5% | +95.5% | +44.7% |
| All | +46.0% | -50.1% | +96.1% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling