-19.1%
TMUS vs CELH
-28.4%
+9.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.6% |
| 7D | +4.9% | +0.8% | +4.1% | +4.9% |
| 30D | +7.7% | +19.3% | -11.6% | +8.4% |
| 3M | -6.8% | +12.6% | -19.4% | -6.1% |
| 6M | -9.7% | +16.4% | -26.0% | -8.3% |
| YTD | -15.0% | -29.1% | +14.2% | -18.2% |
| 1Y | -19.1% | -26.3% | +7.2% | -21.6% |
| All | -19.1% | -28.4% | +9.3% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling