-53.0%
CELH vs TEM
-25.7%
-27.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.8% | +2.1% |
| 7D | -11.2% | -8.7% | -2.5% | -9.3% |
| 30D | -1.4% | +8.1% | -9.5% | -4.7% |
| 3M | -4.2% | +19.0% | -23.2% | -10.0% |
| 6M | -40.5% | +12.0% | -52.5% | -44.1% |
| YTD | -40.5% | -0.1% | -40.4% | -43.5% |
| 1Y | -53.0% | -33.5% | -19.5% | -46.4% |
| All | -53.0% | -25.7% | -27.3% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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