+2.7%
CELH vs TOST
-46.9%
+49.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +7.6% |
| 7D | +10.4% | +9.4% | +1.0% | +6.3% |
| 30D | +19.5% | +13.5% | +6.0% | +13.1% |
| 3M | +35.3% | -0.1% | +35.4% | +35.0% |
| 6M | -2.0% | +22.5% | -24.4% | -10.9% |
| YTD | -29.7% | -2.4% | -27.3% | -31.1% |
| 1Y | -28.6% | -4.7% | -23.9% | -29.5% |
| 3Y | -45.5% | +103.2% | -148.7% | -66.1% |
| 5Y | -10.7% | -41.2% | +30.5% | -28.0% |
| All | +2.7% | -46.9% | +49.6% | -19.6% |
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 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