+211.9%
TER vs CELH
-9.3%
+221.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.1% | -2.9% |
| 7D | +9.4% | -15.8% | +25.1% | +12.6% |
| 30D | -2.4% | -5.2% | +2.8% | -2.0% |
| 3M | +6.5% | -6.1% | +12.7% | +5.6% |
| 6M | +23.2% | -40.9% | +64.0% | +33.1% |
| YTD | +91.5% | -41.8% | +133.3% | +106.5% |
| 1Y | +214.8% | -52.6% | +267.4% | +249.4% |
| 3Y | +275.3% | -60.4% | +335.7% | +306.0% |
| 5Y | +211.9% | -12.6% | +224.6% | +116.5% |
| All | +211.9% | -9.3% | +221.2% | +116.5% |
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 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