-59.1%
CELH vs TRGP
+260.3%
-319.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | -1.4% | +8.0% | -9.5% | -2.0% |
| 3M | -4.2% | +8.3% | -12.4% | -5.0% |
| 6M | -40.5% | +23.9% | -64.4% | -42.7% |
| YTD | -40.5% | +59.6% | -100.1% | -45.7% |
| 1Y | -53.0% | +79.4% | -132.4% | -58.5% |
| 3Y | -59.1% | +269.4% | -328.5% | -73.9% |
| All | -59.1% | +260.3% | -319.4% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 3y: compounded portfolio wealth divided by compounded TRGP 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…
3y analysis · Full analysis span regression · 6 months rolling