+320.5%
TMUS vs CELH
+248.4%
+72.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -3.4% |
| 7D | +0.1% | -7.0% | +7.1% | +0.2% |
| 30D | +5.3% | +5.2% | +0.1% | +5.0% |
| 3M | +3.1% | +10.5% | -7.4% | +2.8% |
| 6M | -16.5% | -32.7% | +16.3% | -15.9% |
| YTD | -9.2% | -33.0% | +23.8% | -8.6% |
| 1Y | -26.5% | -49.5% | +23.1% | -25.7% |
| 3Y | +39.0% | -52.6% | +91.7% | +39.6% |
| 5Y | +40.4% | +5.2% | +35.2% | +37.0% |
| 10Y | +303.7% | +4,178.1% | -3,874.4% | +261.9% |
| All | +320.5% | +248.4% | +72.1% | +227.3% |
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