-6.1%
CELH vs TRU
-35.6%
+29.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | -11.2% | -2.7% | -8.5% | -10.0% |
| 30D | -1.4% | -2.0% | +0.6% | -0.5% |
| 3M | -4.2% | +18.4% | -22.6% | -11.4% |
| 6M | -40.5% | +8.9% | -49.3% | -43.2% |
| YTD | -40.5% | -8.9% | -31.6% | -39.2% |
| 1Y | -53.0% | -15.9% | -37.1% | -50.4% |
| 3Y | -59.1% | -1.1% | -58.0% | -63.3% |
| All | -6.1% | -35.6% | +29.5% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling