+104.1%
CELH vs TDY
+1,429.0%
-1,324.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.8% |
| 7D | -11.2% | -1.1% | -10.1% | -10.9% |
| 30D | -1.4% | -12.0% | +10.6% | +2.4% |
| 3M | -4.2% | -3.2% | -1.0% | -3.6% |
| 6M | -40.5% | -7.9% | -32.6% | -39.4% |
| YTD | -40.5% | +18.2% | -58.7% | -44.1% |
| 1Y | -53.0% | +6.7% | -59.7% | -54.4% |
| 3Y | -59.1% | +47.5% | -106.6% | -64.5% |
| 5Y | -10.7% | +39.5% | -50.2% | -20.3% |
| 10Y | +3,788.6% | +477.2% | +3,311.4% | +2,584.5% |
| All | +104.1% | +1,429.0% | -1,324.8% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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