-59.1%
CELH vs CTAS
+67.2%
-126.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | -11.2% | +0.5% | -11.7% | -11.3% |
| 30D | -1.4% | -0.7% | -0.7% | -1.2% |
| 3M | -4.2% | +11.1% | -15.2% | -6.9% |
| 6M | -40.5% | +2.1% | -42.6% | -41.2% |
| YTD | -40.5% | +8.0% | -48.4% | -42.0% |
| 1Y | -53.0% | -0.5% | -52.5% | -53.4% |
| 3Y | -59.1% | +66.2% | -125.3% | -69.8% |
| All | -59.1% | +67.2% | -126.3% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling