+1,851.9%
TER vs CELH
+3,788.6%
-1,936.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.2% |
| 7D | +6.4% | -11.2% | +17.6% | +8.2% |
| 30D | -5.7% | -1.4% | -4.2% | -5.8% |
| 3M | -0.4% | -4.2% | +3.8% | -1.4% |
| 6M | +25.8% | -40.5% | +66.3% | +33.8% |
| YTD | +96.4% | -40.5% | +136.9% | +108.1% |
| 1Y | +229.2% | -53.0% | +282.2% | +258.9% |
| 3Y | +288.1% | -59.1% | +347.2% | +310.4% |
| 5Y | +219.9% | -10.7% | +230.6% | +175.7% |
| All | +1,851.9% | +3,788.6% | -1,936.6% | +988.2% |
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