+3,733.8%
CELH vs TTWO
+406.5%
+3,327.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | -11.2% | +0.4% | -11.6% | -11.4% |
| 30D | -1.4% | -11.3% | +9.9% | +3.0% |
| 3M | -4.2% | +1.6% | -5.8% | -4.8% |
| 6M | -40.5% | +2.1% | -42.5% | -41.3% |
| YTD | -40.5% | -15.8% | -24.6% | -37.2% |
| 1Y | -53.0% | -12.6% | -40.4% | -51.0% |
| 3Y | -59.1% | +48.2% | -107.3% | -66.0% |
| 5Y | -10.7% | +40.0% | -50.7% | -25.4% |
| All | +3,733.8% | +406.5% | +3,327.3% | +3,184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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