+143.1%
CELH vs TXT
+92.1%
+51.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.8% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +19.3% | +13.3% | +6.0% | +16.8% |
| 3M | +12.6% | -5.0% | +17.6% | +13.3% |
| 6M | +16.4% | -8.4% | +24.8% | +17.7% |
| YTD | -29.1% | -4.0% | -25.1% | -29.0% |
| 1Y | -26.3% | +2.8% | -29.1% | -27.0% |
| 3Y | -40.1% | +10.3% | -50.4% | -41.5% |
| 5Y | +16.7% | +9.2% | +7.5% | +14.5% |
| 10Y | +4,466.2% | +89.6% | +4,376.6% | +4,053.4% |
| All | +143.1% | +92.1% | +51.0% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling