+121.7%
CELH vs TECH
+488.6%
-366.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | +6.4% | +0.1% | +6.3% | +6.4% |
| 3M | +5.6% | +37.5% | -31.9% | -9.5% |
| 6M | -31.1% | +34.6% | -65.7% | -41.7% |
| YTD | -35.4% | +23.5% | -58.9% | -43.4% |
| 1Y | -46.9% | +34.4% | -81.3% | -55.5% |
| 3Y | -56.0% | +2.3% | -58.3% | -60.1% |
| 5Y | +1.2% | -41.7% | +43.0% | +19.9% |
| 10Y | +4,043.9% | +177.6% | +3,866.3% | +2,870.2% |
| All | +121.7% | +488.6% | -366.9% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling