+1,864.9%
CELH vs TW
+211.2%
+1,653.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -11.7% | -0.5% | -11.2% | -11.4% |
| 30D | +1.6% | -0.6% | +2.2% | +1.8% |
| 3M | -2.0% | +3.4% | -5.4% | -4.9% |
| 6M | -36.2% | -18.4% | -17.7% | -30.1% |
| YTD | -39.6% | -3.9% | -35.7% | -40.2% |
| 1Y | -50.7% | -13.3% | -37.3% | -48.6% |
| 3Y | -58.9% | +20.8% | -79.7% | -66.2% |
| 5Y | -5.4% | +20.3% | -25.7% | -23.0% |
| All | +1,864.9% | +211.2% | +1,653.7% | +1,133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling