-49.5%
CELH vs CTAS
-1.7%
-47.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -7.0% | -1.8% | -5.2% | -6.4% |
| 30D | +5.2% | -0.2% | +5.4% | +5.4% |
| 3M | +10.5% | +11.7% | -1.2% | +5.4% |
| 6M | -32.7% | +0.7% | -33.4% | -33.9% |
| YTD | -33.0% | +7.4% | -40.4% | -35.7% |
| 1Y | -49.5% | -2.1% | -47.4% | -48.9% |
| All | -49.5% | -1.7% | -47.8% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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