+139.2%
CELH vs THC
+844.9%
-705.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 3M | +15.5% | +7.5% | +7.9% | +14.3% |
| 6M | +7.7% | +46.4% | -38.7% | +2.5% |
| YTD | -30.3% | +44.4% | -74.6% | -33.7% |
| 1Y | -29.0% | +43.4% | -72.4% | -32.6% |
| 3Y | -44.5% | +433.3% | -477.8% | -55.7% |
| 5Y | +14.8% | +262.5% | -247.7% | -5.1% |
| 10Y | +4,391.5% | +1,871.5% | +2,520.0% | +3,088.2% |
| All | +139.2% | +844.9% | -705.7% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling