+99.7%
CELH vs TGT
+314.7%
-214.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.5% | -3.4% |
| 7D | -15.8% | -5.0% | -10.7% | -14.6% |
| 30D | -5.2% | +3.0% | -8.2% | -5.9% |
| 3M | -6.1% | +22.6% | -28.8% | -10.9% |
| 6M | -40.9% | +31.2% | -72.1% | -44.8% |
| YTD | -41.8% | +63.7% | -105.5% | -48.7% |
| 1Y | -52.6% | +78.5% | -131.1% | -59.1% |
| 3Y | -60.4% | +40.5% | -100.9% | -64.9% |
| 5Y | -12.6% | -25.6% | +12.9% | -11.3% |
| 10Y | +3,704.3% | +204.7% | +3,499.6% | +3,059.4% |
| All | +99.7% | +314.7% | -214.9% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling