-5.4%
CELH vs THC
+258.2%
-263.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.9% | -10.4% | -7.7% |
| 7D | -11.7% | +4.1% | -15.7% | -12.8% |
| 30D | +1.6% | +3.5% | -1.9% | +0.3% |
| 3M | -2.0% | +61.7% | -63.7% | -16.0% |
| 6M | -36.2% | +11.8% | -48.0% | -38.9% |
| YTD | -39.6% | +35.4% | -75.0% | -45.9% |
| 1Y | -50.7% | +37.0% | -87.7% | -56.3% |
| 3Y | -58.9% | +260.1% | -318.9% | -76.8% |
| 5Y | -5.4% | +262.6% | -268.0% | -44.6% |
| All | -5.4% | +258.2% | -263.6% | -44.6% |
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