-49.5%
CELH vs TECK
+108.8%
-158.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -7.0% | -0.3% | -6.7% | -7.0% |
| 30D | +5.2% | +4.6% | +0.6% | +4.6% |
| 3M | +10.5% | +2.8% | +7.6% | +9.9% |
| 6M | -32.7% | +24.9% | -57.6% | -35.8% |
| YTD | -33.0% | +44.7% | -77.7% | -39.1% |
| 1Y | -49.5% | +112.0% | -161.5% | -59.1% |
| All | -49.5% | +108.8% | -158.3% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling