-5.4%
CELH vs TPR
+225.0%
-230.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.2% | -5.0% |
| 7D | -11.7% | -7.3% | -4.4% | -8.5% |
| 30D | +1.6% | -30.7% | +32.3% | +18.6% |
| 3M | -2.0% | -21.6% | +19.7% | +7.1% |
| 6M | -36.2% | -21.3% | -14.9% | -31.3% |
| YTD | -39.6% | -10.2% | -29.4% | -39.6% |
| 1Y | -50.7% | +9.5% | -60.2% | -55.2% |
| 3Y | -58.9% | +280.8% | -339.7% | -84.1% |
| 5Y | -5.4% | +218.7% | -224.1% | -59.5% |
| All | -5.4% | +225.0% | -230.3% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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