+3,733.8%
CELH vs TGT
+207.4%
+3,526.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | -11.2% | -5.2% | -6.0% | -9.4% |
| 30D | -1.4% | +1.2% | -2.6% | -1.8% |
| 3M | -4.2% | +18.4% | -22.5% | -10.0% |
| 6M | -40.5% | +33.4% | -73.9% | -46.5% |
| YTD | -40.5% | +63.8% | -104.3% | -50.7% |
| 1Y | -53.0% | +77.2% | -130.2% | -62.1% |
| 3Y | -59.1% | +41.8% | -100.8% | -66.3% |
| 5Y | -10.7% | -25.5% | +14.8% | -7.6% |
| All | +3,733.8% | +207.4% | +3,526.4% | +3,108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling