-7.5%
T vs CELH
-52.9%
+45.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +2.0% |
| 7D | +1.5% | -11.2% | +12.7% | +1.3% |
| 30D | +7.5% | -1.4% | +8.9% | +7.7% |
| 3M | +14.8% | -4.2% | +19.0% | +14.9% |
| 6M | -1.7% | -40.5% | +38.7% | -3.7% |
| YTD | +8.7% | -40.5% | +49.2% | +6.0% |
| 1Y | -7.5% | -53.0% | +45.5% | -10.3% |
| All | -7.5% | -52.9% | +45.4% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling