+130.0%
CELH vs MOD
+669.9%
-539.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -3.6% |
| 7D | -7.0% | +9.6% | -16.6% | -8.3% |
| 30D | +5.2% | 0.0% | +5.2% | +5.0% |
| 3M | +10.5% | -35.4% | +45.9% | +16.4% |
| 6M | -32.7% | -7.3% | -25.4% | -33.8% |
| YTD | -33.0% | +45.8% | -78.8% | -39.1% |
| 1Y | -49.5% | +43.1% | -92.7% | -54.4% |
| 3Y | -52.6% | +297.7% | -350.3% | -65.8% |
| 5Y | +5.2% | +1,478.8% | -1,473.5% | -40.6% |
| 10Y | +4,178.1% | +1,633.4% | +2,544.7% | +2,078.2% |
| All | +130.0% | +669.9% | -539.9% | +34.7% |
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 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