+494.4%
TEAM vs CELH
+3,788.6%
-3,294.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | -5.2% | -11.2% | +6.0% | -3.3% |
| 30D | +15.8% | -1.4% | +17.2% | +15.7% |
| 3M | +101.5% | -4.2% | +105.6% | +102.2% |
| 6M | +138.2% | -40.5% | +178.6% | +156.6% |
| YTD | +10.8% | -40.5% | +51.3% | +18.8% |
| 1Y | +1.7% | -53.0% | +54.7% | +12.0% |
| 3Y | -16.0% | -59.1% | +43.0% | -10.5% |
| 5Y | -52.7% | -10.7% | -42.0% | -58.4% |
| All | +494.4% | +3,788.6% | -3,294.1% | +334.9% |
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