+148.9%
CELH vs MOD
+317.4%
-168.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.9% | -6.7% | +1.8% |
| 7D | +10.8% | -13.9% | +24.7% | +12.6% |
| 30D | +16.1% | -41.5% | +57.7% | +24.4% |
| 3M | +19.5% | -45.7% | +65.2% | +28.9% |
| 6M | +2.8% | -61.1% | +63.9% | +14.4% |
| YTD | -27.4% | -20.5% | -6.9% | -28.8% |
| 1Y | -20.1% | -32.1% | +12.1% | -20.0% |
| 3Y | -42.9% | +146.5% | -189.4% | -56.3% |
| 5Y | -1.9% | +812.7% | -814.6% | -40.6% |
| 10Y | +4,878.5% | +966.8% | +3,911.7% | +2,603.8% |
| All | +148.9% | +317.4% | -168.5% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling