-48.4%
CELH vs TECK
+59.3%
-107.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +2.0% |
| 7D | +9.9% | +2.3% | +7.6% | +9.5% |
| 30D | +11.7% | -5.0% | +16.8% | +12.4% |
| 3M | +4.1% | -0.3% | +4.4% | +4.3% |
| 6M | -8.4% | +13.9% | -22.3% | -11.0% |
| YTD | -32.8% | +35.2% | -68.0% | -39.0% |
| 1Y | -48.4% | +57.5% | -105.9% | -58.9% |
| All | -48.4% | +59.3% | -107.7% | -58.9% |
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