-55.2%
CELH vs TOST
+62.0%
-117.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -7.0% | -3.4% | -3.6% | -6.1% |
| 30D | +5.2% | -2.4% | +7.6% | +5.9% |
| 3M | +10.5% | +34.6% | -24.1% | +1.7% |
| 6M | -32.7% | +15.2% | -47.9% | -35.9% |
| YTD | -33.0% | -4.4% | -28.6% | -33.3% |
| 1Y | -49.5% | -17.4% | -32.1% | -47.6% |
| All | -55.2% | +62.0% | -117.2% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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