-59.1%
CELH vs TW
+19.1%
-78.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | -11.2% | -4.5% | -6.7% | -10.2% |
| 30D | -1.4% | -2.3% | +0.8% | -0.9% |
| 3M | -4.2% | +2.6% | -6.8% | -5.4% |
| 6M | -40.5% | -17.5% | -22.9% | -37.5% |
| YTD | -40.5% | -5.3% | -35.2% | -40.3% |
| 1Y | -53.0% | -14.8% | -38.2% | -50.8% |
| 3Y | -59.1% | +18.8% | -77.9% | -61.8% |
| All | -59.1% | +19.1% | -78.1% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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