+70.3%
T vs CELH
+3,788.6%
-3,718.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.9% |
| 7D | +1.5% | -11.2% | +12.7% | +1.9% |
| 30D | +7.5% | -1.4% | +8.9% | +7.5% |
| 3M | +14.8% | -4.2% | +19.0% | +14.7% |
| 6M | -1.7% | -40.5% | +38.7% | -0.2% |
| YTD | +8.7% | -40.5% | +49.2% | +10.3% |
| 1Y | -7.5% | -53.0% | +45.5% | -5.5% |
| 3Y | +110.2% | -59.1% | +169.3% | +113.1% |
| 5Y | +71.6% | -10.7% | +82.4% | +63.1% |
| All | +70.3% | +3,788.6% | -3,718.3% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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