-59.1%
CELH vs TXG
+43.8%
-102.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.7% |
| 7D | -11.2% | +9.5% | -20.7% | -12.5% |
| 30D | -1.4% | +18.8% | -20.2% | -4.1% |
| 3M | -4.2% | +136.1% | -140.3% | -15.3% |
| 6M | -40.5% | +235.2% | -275.7% | -50.3% |
| YTD | -40.5% | +320.5% | -361.0% | -51.8% |
| 1Y | -53.0% | +425.2% | -478.2% | -63.4% |
| 3Y | -59.1% | +42.9% | -101.9% | -59.0% |
| All | -59.1% | +43.8% | -102.8% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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