+143.1%
CELH vs TAP
+70.1%
+73.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.6% | +0.9% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | +19.3% | +5.7% | +13.6% | +17.6% |
| 3M | +12.6% | -1.9% | +14.6% | +12.9% |
| 6M | +16.4% | +0.9% | +15.4% | +15.7% |
| YTD | -29.1% | -9.5% | -19.6% | -27.9% |
| 1Y | -26.3% | -9.0% | -17.4% | -25.2% |
| 3Y | -40.1% | -22.2% | -17.9% | -37.3% |
| 5Y | +16.7% | +1.2% | +15.5% | +15.2% |
| 10Y | +4,466.2% | -46.1% | +4,512.3% | +4,754.2% |
| All | +143.1% | +70.1% | +73.0% | +225.3% |
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