+3,733.8%
CELH vs TRI
+196.2%
+3,537.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.4% |
| 7D | -11.2% | -7.9% | -3.3% | -7.7% |
| 30D | -1.4% | -4.5% | +3.1% | +0.4% |
| 3M | -4.2% | +22.1% | -26.3% | -14.7% |
| 6M | -40.5% | -2.8% | -37.7% | -41.5% |
| YTD | -40.5% | -23.4% | -17.1% | -34.1% |
| 1Y | -53.0% | -41.5% | -11.5% | -37.8% |
| 3Y | -59.1% | -19.2% | -39.8% | -59.0% |
| 5Y | -10.7% | -9.4% | -1.3% | -18.5% |
| All | +3,733.8% | +196.2% | +3,537.6% | +2,179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling