-7.2%
CELH vs MOD
+748.9%
-756.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.7% | +1.3% | +6.2% |
| 7D | +10.4% | -25.5% | +36.0% | +14.8% |
| 30D | +19.5% | -49.0% | +68.5% | +31.5% |
| 3M | +35.3% | -49.8% | +85.1% | +48.6% |
| 6M | -2.0% | -64.8% | +62.8% | +11.8% |
| YTD | -29.7% | -27.6% | -2.1% | -32.2% |
| 1Y | -28.6% | -35.2% | +6.6% | -30.2% |
| 3Y | -45.5% | +137.1% | -182.6% | -68.5% |
| All | -7.2% | +748.9% | -756.1% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling