-9.3%
CELH vs TAP
-2.5%
-6.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.1% |
| 7D | -11.7% | -5.1% | -6.6% | -9.8% |
| 30D | +1.6% | -8.4% | +10.0% | +5.2% |
| 3M | -2.0% | -3.9% | +2.0% | -0.5% |
| 6M | -36.2% | -14.4% | -21.8% | -32.5% |
| YTD | -39.6% | -14.7% | -24.8% | -36.2% |
| 1Y | -50.7% | -18.7% | -32.0% | -47.0% |
| 3Y | -58.9% | -32.6% | -26.2% | -53.1% |
| All | -9.3% | -2.5% | -6.8% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling