+3,848.6%
CELH vs MOD
+1,486.8%
+2,361.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.2% | -5.9% |
| 7D | -11.7% | +3.6% | -15.3% | -12.2% |
| 30D | +1.6% | -2.6% | +4.2% | +1.9% |
| 3M | -2.0% | -33.1% | +31.2% | +3.9% |
| 6M | -36.2% | -7.5% | -28.7% | -37.7% |
| YTD | -39.6% | +39.3% | -78.9% | -46.3% |
| 1Y | -50.7% | +34.3% | -84.9% | -56.4% |
| 3Y | -58.9% | +296.2% | -355.1% | -74.0% |
| 5Y | -5.4% | +1,504.6% | -1,510.0% | -59.0% |
| 10Y | +3,848.6% | +1,511.5% | +2,337.0% | +1,263.3% |
| All | +3,848.6% | +1,486.8% | +2,361.8% | +1,263.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling