-53.0%
CELH vs TECK
+66.9%
-119.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | -11.2% | -3.8% | -7.4% | -10.6% |
| 30D | -1.4% | +0.7% | -2.2% | -1.5% |
| 3M | -4.2% | +4.6% | -8.8% | -4.7% |
| 6M | -40.5% | +25.1% | -65.6% | -43.6% |
| YTD | -40.5% | +39.2% | -79.7% | -46.8% |
| 1Y | -53.0% | +60.3% | -113.3% | -61.3% |
| All | -53.0% | +66.9% | -119.9% | -61.3% |
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