-59.1%
CELH vs TE
-26.8%
-32.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.6% | +2.2% |
| 7D | -11.2% | +0.2% | -11.4% | -11.3% |
| 30D | -1.4% | -5.9% | +4.5% | -1.3% |
| 3M | -4.2% | -45.6% | +41.4% | -1.5% |
| 6M | -40.5% | -43.4% | +2.9% | -39.9% |
| YTD | -40.5% | -31.0% | -9.5% | -41.3% |
| 1Y | -53.0% | +145.2% | -198.2% | -58.6% |
| 3Y | -59.1% | -24.1% | -35.0% | -53.7% |
| All | -59.1% | -26.8% | -32.2% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 3y: compounded portfolio wealth divided by compounded TE 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…
3y analysis · Full analysis span regression · 6 months rolling