+68.3%
T vs CELH
-9.3%
+77.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.2% | +1.7% |
| 7D | -2.4% | -15.8% | +13.3% | -2.0% |
| 30D | +4.3% | -5.2% | +9.5% | +4.4% |
| 3M | +11.6% | -6.1% | +17.7% | +11.5% |
| 6M | -5.6% | -40.9% | +35.3% | -4.5% |
| YTD | +6.6% | -41.8% | +48.3% | +7.6% |
| 1Y | -8.4% | -52.6% | +44.3% | -7.0% |
| 3Y | +107.8% | -60.4% | +168.2% | +110.5% |
| 5Y | +68.3% | -12.6% | +80.9% | +55.6% |
| All | +68.3% | -9.3% | +77.6% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling