+147.8%
CELH vs TPR
+362.2%
-214.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | +7.4% | +6.4% | +1.0% | +5.6% |
| 30D | +16.4% | +13.8% | +2.6% | +12.3% |
| 3M | +17.6% | -16.6% | +34.2% | +22.2% |
| 6M | +7.8% | +0.7% | +7.2% | +6.2% |
| YTD | -27.8% | +5.3% | -33.1% | -30.3% |
| 1Y | -24.4% | +32.4% | -56.8% | -31.4% |
| 3Y | -42.5% | +406.4% | -448.9% | -64.4% |
| 5Y | +1.4% | +227.9% | -226.5% | -30.0% |
| 10Y | +4,553.5% | +371.7% | +4,181.8% | +2,648.0% |
| All | +147.8% | +362.2% | -214.4% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling