+4,242.0%
CELH vs THC
+1,813.2%
+2,428.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +0.8% | +1.0% | -0.1% | +0.6% |
| 30D | +19.3% | +5.3% | +14.0% | +17.9% |
| 3M | +12.6% | +7.1% | +5.5% | +10.8% |
| 6M | +16.4% | +46.0% | -29.7% | +6.7% |
| YTD | -29.1% | +43.9% | -73.1% | -35.3% |
| 1Y | -26.3% | +45.4% | -71.8% | -33.0% |
| 3Y | -40.1% | +421.3% | -461.4% | -60.3% |
| 5Y | +16.7% | +261.5% | -244.8% | -18.1% |
| All | +4,242.0% | +1,813.2% | +2,428.7% | +2,419.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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