+141.2%
CELH vs MOD
+279.9%
-138.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.7% | +1.3% | +6.2% |
| 7D | +10.4% | -25.5% | +36.0% | +14.6% |
| 30D | +19.5% | -49.0% | +68.5% | +30.6% |
| 3M | +35.3% | -49.8% | +85.1% | +47.6% |
| 6M | -2.0% | -64.8% | +62.8% | +10.7% |
| YTD | -29.7% | -27.6% | -2.1% | -30.0% |
| 1Y | -28.6% | -35.2% | +6.6% | -28.2% |
| 3Y | -45.5% | +137.1% | -182.6% | -58.0% |
| 5Y | -10.7% | +760.3% | -771.0% | -45.4% |
| 10Y | +4,822.5% | +938.8% | +3,883.6% | +2,588.6% |
| All | +141.2% | +279.9% | -138.7% | +54.6% |
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