+107.3%
CELH vs TECK
+177.8%
-70.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -6.1% |
| 7D | -11.7% | +4.9% | -16.5% | -12.4% |
| 30D | +1.6% | +5.2% | -3.6% | +0.7% |
| 3M | -2.0% | +13.8% | -15.7% | -4.4% |
| 6M | -36.2% | +38.5% | -74.7% | -40.3% |
| YTD | -39.6% | +47.3% | -86.9% | -44.4% |
| 1Y | -50.7% | +81.0% | -131.7% | -56.2% |
| 3Y | -58.9% | +79.9% | -138.7% | -64.2% |
| 5Y | -5.4% | +207.9% | -213.3% | -26.1% |
| 10Y | +3,848.6% | +389.5% | +3,459.1% | +2,529.6% |
| All | +107.3% | +177.8% | -70.5% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling