-59.1%
CELH vs TECK
+65.8%
-124.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -11.2% | -3.8% | -7.4% | -10.5% |
| 30D | -1.4% | +0.7% | -2.2% | -1.6% |
| 3M | -4.2% | +4.6% | -8.8% | -5.2% |
| 6M | -40.5% | +25.1% | -65.6% | -44.2% |
| YTD | -40.5% | +39.2% | -79.7% | -46.2% |
| 1Y | -53.0% | +60.3% | -113.3% | -59.2% |
| 3Y | -59.1% | +62.9% | -122.0% | -63.7% |
| All | -59.1% | +65.8% | -124.8% | -63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling