+2,562.4%
TER vs CELH
+269.5%
+2,292.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.6% | +7.8% | +4.3% |
| 7D | +11.0% | -3.8% | +14.7% | +11.1% |
| 30D | -1.9% | +6.4% | -8.3% | -2.1% |
| 3M | -0.7% | +5.6% | -6.2% | -1.1% |
| 6M | +36.4% | -31.1% | +67.5% | +37.4% |
| YTD | +92.4% | -35.4% | +127.8% | +94.2% |
| 1Y | +213.5% | -46.9% | +260.4% | +217.7% |
| 3Y | +277.2% | -56.0% | +333.3% | +280.9% |
| 5Y | +219.1% | +1.2% | +217.9% | +212.4% |
| 10Y | +1,744.2% | +4,043.9% | -2,299.7% | +1,598.9% |
| All | +2,562.4% | +269.5% | +2,292.9% | +2,224.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling