-55.5%
CELH vs TT
+121.6%
-177.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -3.8% | +1.6% | -5.3% | -4.2% |
| 30D | +6.4% | -7.3% | +13.8% | +8.7% |
| 3M | +5.6% | -2.6% | +8.2% | +5.8% |
| 6M | -31.1% | +5.9% | -37.0% | -33.4% |
| YTD | -35.4% | +15.4% | -50.8% | -39.7% |
| 1Y | -46.9% | +8.2% | -55.1% | -49.3% |
| All | -55.5% | +121.6% | -177.1% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 3y: compounded portfolio wealth divided by compounded TT 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…
3y analysis · Full analysis span regression · 6 months rolling