+121.7%
CELH vs TXT
+82.6%
+39.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | +6.4% | -11.1% | +17.5% | +8.4% |
| 3M | +5.6% | -13.0% | +18.6% | +7.9% |
| 6M | -31.1% | -16.2% | -14.9% | -29.3% |
| YTD | -35.4% | -8.7% | -26.7% | -34.6% |
| 1Y | -46.9% | -3.8% | -43.1% | -46.7% |
| 3Y | -56.0% | +5.5% | -61.5% | -56.7% |
| 5Y | +1.2% | +12.3% | -11.1% | -0.5% |
| 10Y | +4,043.9% | +97.4% | +3,946.5% | +3,695.7% |
| All | +121.7% | +82.6% | +39.1% | +172.1% |
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