+25.1%
CELH vs TAP
+0.6%
+24.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.6% | +0.4% |
| 7D | +0.8% | +1.3% | -0.5% | +0.3% |
| 30D | +19.3% | +5.7% | +13.6% | +16.2% |
| 3M | +12.6% | -1.9% | +14.6% | +13.0% |
| 6M | +16.4% | +0.9% | +15.4% | +15.0% |
| YTD | -29.1% | -9.5% | -19.6% | -27.2% |
| 1Y | -26.3% | -9.0% | -17.4% | -24.6% |
| 3Y | -40.1% | -22.2% | -17.9% | -35.5% |
| All | +25.1% | +0.6% | +24.4% | +15.0% |
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