+107.3%
CELH vs TSEM
+680.4%
-573.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -6.3% |
| 7D | -11.7% | +4.7% | -16.4% | -12.3% |
| 30D | +1.6% | -14.2% | +15.8% | +3.5% |
| 3M | -2.0% | -5.0% | +3.1% | -3.5% |
| 6M | -36.2% | +87.6% | -123.8% | -44.9% |
| YTD | -39.6% | +84.4% | -124.0% | -48.0% |
| 1Y | -50.7% | +235.4% | -286.1% | -61.5% |
| 3Y | -58.9% | +668.0% | -726.9% | -72.5% |
| 5Y | -5.4% | +644.7% | -650.1% | -36.5% |
| 10Y | +3,848.6% | +1,326.7% | +2,521.9% | +2,307.6% |
| All | +107.3% | +680.4% | -573.1% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling