+3,650.7%
CELH vs TAP
-50.5%
+3,701.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | -15.8% | -5.3% | -10.5% | -14.4% |
| 30D | -5.2% | -7.4% | +2.2% | -3.0% |
| 3M | -6.1% | -4.9% | -1.2% | -4.8% |
| 6M | -40.9% | -14.2% | -26.7% | -38.4% |
| YTD | -41.8% | -14.8% | -27.0% | -39.3% |
| 1Y | -52.6% | -18.1% | -34.5% | -50.1% |
| 3Y | -60.4% | -32.7% | -27.7% | -56.3% |
| 5Y | -12.6% | -0.5% | -12.2% | -13.2% |
| All | +3,650.7% | -50.5% | +3,701.2% | +3,823.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling