+14.8%
CELH vs THC
+258.8%
-244.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.8% |
| 7D | +6.2% | +0.1% | +6.0% | +6.1% |
| 30D | +14.2% | +7.5% | +6.7% | +11.5% |
| 3M | +15.5% | +7.5% | +7.9% | +12.6% |
| 6M | +7.7% | +46.4% | -38.7% | -5.3% |
| YTD | -30.3% | +44.4% | -74.6% | -39.0% |
| 1Y | -29.0% | +43.4% | -72.4% | -38.0% |
| 3Y | -44.5% | +433.3% | -477.8% | -74.0% |
| 5Y | +14.8% | +262.5% | -247.7% | -35.6% |
| All | +14.8% | +258.8% | -244.0% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling