+143.1%
CELH vs TPR
+359.0%
-215.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +19.3% | +15.1% | +4.2% | +14.8% |
| 3M | +12.6% | +3.5% | +9.1% | +11.4% |
| 6M | +16.4% | +0.4% | +15.9% | +14.6% |
| YTD | -29.1% | +4.6% | -33.7% | -31.5% |
| 1Y | -26.3% | +33.1% | -59.4% | -33.2% |
| 3Y | -40.1% | +396.0% | -436.1% | -62.7% |
| 5Y | +16.7% | +230.3% | -213.6% | -19.6% |
| 10Y | +4,466.2% | +368.4% | +4,097.8% | +2,601.4% |
| All | +143.1% | +359.0% | -215.8% | +3.0% |
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