+121.7%
CELH vs CTAS
+2,479.1%
-2,357.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -3.8% | 0.0% | -3.7% | -3.8% |
| 30D | +6.4% | -1.0% | +7.4% | +7.1% |
| 3M | +5.6% | +15.8% | -10.2% | -2.4% |
| 6M | -31.1% | -1.0% | -30.1% | -31.3% |
| YTD | -35.4% | +7.4% | -42.8% | -38.3% |
| 1Y | -46.9% | -0.1% | -46.7% | -47.4% |
| 3Y | -56.0% | +66.3% | -122.3% | -67.8% |
| 5Y | +1.2% | +111.0% | -109.7% | -32.2% |
| 10Y | +4,043.9% | +662.9% | +3,381.0% | +1,449.7% |
| All | +121.7% | +2,479.1% | -2,357.4% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling