+2,203.3%
CELH vs TXG
+24.6%
+2,178.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.6% | -9.1% | -7.2% |
| 7D | -11.7% | +9.1% | -20.8% | -14.0% |
| 30D | +1.6% | +14.9% | -13.3% | -2.7% |
| 3M | -2.0% | +120.0% | -121.9% | -22.8% |
| 6M | -36.2% | +221.8% | -258.0% | -55.8% |
| YTD | -39.6% | +312.6% | -352.1% | -61.4% |
| 1Y | -50.7% | +398.4% | -449.1% | -71.2% |
| 3Y | -58.9% | +42.1% | -101.0% | -67.2% |
| 5Y | -5.4% | -63.5% | +58.1% | +9.3% |
| All | +2,203.3% | +24.6% | +2,178.7% | +1,891.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling