+121.7%
CELH vs TAP
+61.8%
+59.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -2.6% |
| 7D | -3.8% | -2.3% | -1.5% | -3.2% |
| 30D | +6.4% | -9.4% | +15.8% | +9.0% |
| 3M | +5.6% | -0.8% | +6.4% | +5.7% |
| 6M | -31.1% | -14.7% | -16.4% | -28.7% |
| YTD | -35.4% | -13.9% | -21.4% | -33.3% |
| 1Y | -46.9% | -18.6% | -28.3% | -44.5% |
| 3Y | -56.0% | -32.0% | -24.0% | -52.5% |
| 5Y | +1.2% | -1.0% | +2.2% | +0.7% |
| 10Y | +4,043.9% | -51.4% | +4,095.3% | +4,403.7% |
| All | +121.7% | +61.8% | +59.9% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling