-20.7%
TLT vs CELH
+3,788.6%
-3,809.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +0.1% |
| 7D | -1.6% | -11.2% | +9.6% | -1.7% |
| 30D | -1.1% | -1.4% | +0.3% | -1.1% |
| 3M | -4.9% | -4.2% | -0.7% | -4.8% |
| 6M | -5.0% | -40.5% | +35.4% | -5.2% |
| YTD | -4.4% | -40.5% | +36.1% | -4.5% |
| 1Y | -6.4% | -53.0% | +46.6% | -6.6% |
| 3Y | -2.0% | -59.1% | +57.1% | -2.2% |
| 5Y | -35.0% | -10.7% | -24.3% | -34.3% |
| All | -20.7% | +3,788.6% | -3,809.3% | -10.1% |
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