-55.6%
CELH vs TEM
+46.9%
-102.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.5% | -3.2% |
| 7D | -15.8% | -9.2% | -6.6% | -14.7% |
| 30D | -5.2% | +5.5% | -10.7% | -6.3% |
| 3M | -6.1% | +18.7% | -24.8% | -8.7% |
| 6M | -40.9% | +15.4% | -56.3% | -42.7% |
| YTD | -41.8% | -0.5% | -41.3% | -42.9% |
| 1Y | -52.6% | -24.8% | -27.8% | -52.1% |
| All | -55.6% | +46.9% | -102.4% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling