+3,733.8%
CELH vs TXT
+107.7%
+3,626.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.2% |
| 7D | -11.2% | +2.5% | -13.7% | -12.2% |
| 30D | -1.4% | -8.9% | +7.4% | +2.7% |
| 3M | -4.2% | -13.6% | +9.4% | +2.1% |
| 6M | -40.5% | -13.1% | -27.4% | -37.0% |
| YTD | -40.5% | -7.0% | -33.5% | -39.3% |
| 1Y | -53.0% | -1.4% | -51.6% | -53.5% |
| 3Y | -59.1% | +7.0% | -66.0% | -61.8% |
| 5Y | -10.7% | +15.4% | -26.1% | -18.4% |
| All | +3,733.8% | +107.7% | +3,626.1% | +2,788.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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