-48.4%
CELH vs TAP
+4.4%
-52.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.5% | +1.5% |
| 7D | +9.9% | +9.9% | 0.0% | +6.1% |
| 30D | +11.7% | +18.1% | -6.4% | +4.9% |
| 3M | +4.1% | +3.2% | +0.9% | +2.7% |
| 6M | -8.4% | +8.4% | -16.8% | -11.2% |
| YTD | -32.8% | -4.4% | -28.4% | -33.2% |
| 1Y | -48.4% | +3.2% | -51.6% | -51.6% |
| All | -48.4% | +4.4% | -52.7% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling