-59.1%
CELH vs MTB
+114.2%
-173.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -11.2% | 0.0% | -11.2% | -11.2% |
| 30D | -1.4% | -4.8% | +3.4% | -0.1% |
| 3M | -4.2% | +6.0% | -10.1% | -5.7% |
| 6M | -40.5% | +19.6% | -60.1% | -43.6% |
| YTD | -40.5% | +21.5% | -62.0% | -44.0% |
| 1Y | -53.0% | +24.7% | -77.7% | -56.2% |
| 3Y | -59.1% | +108.6% | -167.6% | -68.8% |
| All | -59.1% | +114.2% | -173.2% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling