+71.7%
TER vs CELH
+17.0%
+54.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.0% | -5.7% |
| 7D | +14.4% | +0.8% | +13.5% | +14.2% |
| 30D | -30.6% | +19.3% | -49.9% | -32.9% |
| 3M | -39.2% | +12.6% | -51.8% | -41.0% |
| 6M | -31.3% | +16.4% | -47.6% | -35.1% |
| YTD | +29.1% | -29.1% | +58.2% | +34.1% |
| 1Y | +47.4% | -26.3% | +73.8% | +51.6% |
| 3Y | +191.2% | -40.1% | +231.3% | +186.9% |
| All | +71.7% | +17.0% | +54.7% | +14.4% |
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