+6.0%
CELH vs TOST
-46.7%
+52.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | +10.8% | +4.0% | +6.7% | +8.9% |
| 30D | +16.1% | +11.1% | +5.1% | +10.9% |
| 3M | +19.5% | +0.8% | +18.7% | +18.8% |
| 6M | +2.8% | +38.8% | -36.0% | -11.1% |
| YTD | -27.4% | -2.1% | -25.4% | -29.0% |
| 1Y | -20.1% | -6.0% | -14.0% | -20.5% |
| 3Y | -42.9% | +149.8% | -192.7% | -67.7% |
| 5Y | -1.9% | -42.8% | +40.9% | -20.9% |
| All | +6.0% | -46.7% | +52.8% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling