+191.2%
TER vs CELH
-43.7%
+234.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.0% | -5.5% |
| 7D | +14.4% | +0.8% | +13.5% | +14.3% |
| 30D | -30.6% | +19.3% | -49.9% | -31.6% |
| 3M | -39.2% | +12.6% | -51.8% | -40.0% |
| 6M | -31.3% | +16.4% | -47.6% | -33.2% |
| YTD | +29.1% | -29.1% | +58.2% | +33.2% |
| 1Y | +47.4% | -26.3% | +73.8% | +51.2% |
| 3Y | +191.2% | -40.1% | +231.3% | +196.5% |
| All | +191.2% | -43.7% | +234.9% | +196.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling