+21.4%
TMUS vs CELH
-43.7%
+65.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.7% |
| 3M | -6.8% | +12.6% | -19.4% | -6.7% |
| 6M | -9.7% | +16.4% | -26.0% | -9.6% |
| YTD | -15.0% | -29.1% | +14.2% | -15.0% |
| 1Y | -19.1% | -26.3% | +7.2% | -19.2% |
| 3Y | +21.4% | -40.1% | +61.5% | +20.4% |
| All | +21.4% | -43.7% | +65.1% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling