-12.6%
CELH vs TECH
-42.4%
+29.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.4% | -3.5% |
| 7D | -15.8% | -0.5% | -15.2% | -15.5% |
| 30D | -5.2% | 0.0% | -5.2% | -5.2% |
| 3M | -6.1% | +37.4% | -43.6% | -22.2% |
| 6M | -40.9% | +36.9% | -77.7% | -52.4% |
| YTD | -41.8% | +23.1% | -64.9% | -50.6% |
| 1Y | -52.6% | +42.2% | -94.9% | -63.6% |
| 3Y | -60.4% | +1.9% | -62.3% | -65.2% |
| 5Y | -12.6% | -42.9% | +30.3% | +37.8% |
| All | -12.6% | -42.4% | +29.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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