-41.1%
CELH vs THC
+425.2%
-466.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.2% |
| 7D | +6.2% | +0.1% | +6.0% | +6.1% |
| 30D | +14.2% | +7.5% | +6.7% | +12.9% |
| 3M | +15.5% | +7.5% | +7.9% | +14.1% |
| 6M | +7.7% | +46.4% | -38.7% | +1.7% |
| YTD | -30.3% | +44.4% | -74.6% | -34.0% |
| 1Y | -29.0% | +43.4% | -72.4% | -32.8% |
| All | -41.1% | +425.2% | -466.3% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling