-52.7%
TEAM vs CELH
-9.3%
-43.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +2.1% |
| 7D | -7.8% | -15.8% | +8.0% | -3.0% |
| 30D | +16.5% | -5.2% | +21.7% | +17.8% |
| 3M | +96.2% | -6.1% | +102.3% | +98.1% |
| 6M | +130.2% | -40.9% | +171.1% | +162.0% |
| YTD | +10.7% | -41.8% | +52.5% | +25.3% |
| 1Y | +3.0% | -52.6% | +55.6% | +21.0% |
| 3Y | -13.1% | -60.4% | +47.3% | -3.0% |
| 5Y | -52.7% | -12.6% | -40.1% | -72.4% |
| All | -52.7% | -9.3% | -43.4% | -72.4% |
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