+130.0%
CELH vs TPR
+323.4%
-193.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.0% | -2.3% | -4.7% | -6.5% |
| 30D | +5.2% | -23.0% | +28.1% | +11.7% |
| 3M | +10.5% | -12.5% | +23.0% | +13.1% |
| 6M | -32.7% | -21.4% | -11.3% | -29.5% |
| YTD | -33.0% | -3.5% | -29.5% | -33.7% |
| 1Y | -49.5% | +17.4% | -66.9% | -52.4% |
| 3Y | -52.6% | +291.3% | -343.9% | -68.5% |
| 5Y | +5.2% | +241.9% | -236.7% | -27.5% |
| 10Y | +4,178.1% | +322.7% | +3,855.5% | +2,496.4% |
| All | +130.0% | +323.4% | -193.4% | -0.3% |
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