+60.5%
XOM vs CELH
-60.2%
+120.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | +0.4% |
| 7D | +4.1% | -11.2% | +15.3% | +4.2% |
| 30D | +4.6% | -1.4% | +6.0% | +4.5% |
| 3M | +14.0% | -4.2% | +18.1% | +13.8% |
| 6M | +11.0% | -40.5% | +51.4% | +12.4% |
| YTD | +40.7% | -40.5% | +81.2% | +42.3% |
| 1Y | +52.3% | -53.0% | +105.3% | +55.3% |
| 3Y | +60.5% | -59.1% | +119.5% | +64.4% |
| All | +60.5% | -60.2% | +120.7% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling