-48.4%
CELH vs MOD
-33.0%
-15.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -21.4% | +24.0% | +1.8% |
| 7D | +9.9% | -31.3% | +41.2% | +8.8% |
| 30D | +11.7% | -46.1% | +57.9% | +10.2% |
| 3M | +4.1% | -51.1% | +55.2% | +2.4% |
| 6M | -8.4% | -62.1% | +53.7% | -11.5% |
| YTD | -32.8% | -26.2% | -6.6% | -37.6% |
| 1Y | -48.4% | -32.6% | -15.8% | -52.7% |
| All | -48.4% | -33.0% | -15.4% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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