+99.7%
CELH vs TRI
+305.6%
-205.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.3% | -3.2% |
| 7D | -15.8% | -14.4% | -1.4% | -11.0% |
| 30D | -5.2% | -8.1% | +2.9% | -2.5% |
| 3M | -6.1% | +17.5% | -23.7% | -12.5% |
| 6M | -40.9% | -5.0% | -35.9% | -41.1% |
| YTD | -41.8% | -24.7% | -17.1% | -37.8% |
| 1Y | -52.6% | -41.5% | -11.1% | -44.0% |
| 3Y | -60.4% | -20.3% | -40.0% | -59.2% |
| 5Y | -12.6% | -10.9% | -1.7% | -13.2% |
| 10Y | +3,704.3% | +190.6% | +3,513.7% | +2,610.6% |
| All | +99.7% | +305.6% | -205.9% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling