+3,733.8%
CELH vs TSEM
+1,313.0%
+2,420.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +1.8% |
| 7D | -11.2% | -4.9% | -6.4% | -10.2% |
| 30D | -1.4% | -18.7% | +17.3% | +2.9% |
| 3M | -4.2% | -18.1% | +14.0% | -3.3% |
| 6M | -40.5% | +77.1% | -117.6% | -54.5% |
| YTD | -40.5% | +80.1% | -120.6% | -55.6% |
| 1Y | -53.0% | +220.4% | -273.4% | -71.1% |
| 3Y | -59.1% | +650.1% | -709.1% | -82.4% |
| 5Y | -10.7% | +628.9% | -639.6% | -61.7% |
| All | +3,733.8% | +1,313.0% | +2,420.8% | +1,178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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