+3,733.8%
CELH vs TAP
-49.9%
+3,783.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.8% |
| 7D | -11.2% | -3.9% | -7.3% | -10.2% |
| 30D | -1.4% | -5.3% | +3.8% | +0.2% |
| 3M | -4.2% | -3.8% | -0.4% | -3.1% |
| 6M | -40.5% | -11.4% | -29.1% | -38.5% |
| YTD | -40.5% | -13.7% | -26.7% | -38.2% |
| 1Y | -53.0% | -17.2% | -35.8% | -50.7% |
| 3Y | -59.1% | -33.1% | -26.0% | -54.8% |
| 5Y | -10.7% | +0.8% | -11.5% | -11.6% |
| All | +3,733.8% | -49.9% | +3,783.7% | +3,895.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling