-59.9%
CELH vs THC
+250.7%
-310.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.3% |
| 7D | -15.8% | 0.0% | -15.7% | -15.8% |
| 30D | -5.2% | +1.5% | -6.7% | -5.5% |
| 3M | -6.1% | +59.9% | -66.0% | -13.5% |
| 6M | -40.9% | +11.0% | -51.8% | -42.2% |
| YTD | -41.8% | +32.6% | -74.4% | -44.8% |
| 1Y | -52.6% | +37.4% | -90.0% | -55.5% |
| All | -59.9% | +250.7% | -310.7% | -71.4% |
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 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