+293.7%
TMUS vs CELH
+268.4%
+25.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +4.9% | +0.8% | +4.1% | +4.9% |
| 30D | +7.7% | +19.3% | -11.6% | +7.3% |
| 3M | -6.8% | +12.6% | -19.4% | -7.1% |
| 6M | -9.7% | +16.4% | -26.0% | -10.2% |
| YTD | -15.0% | -29.1% | +14.2% | -14.6% |
| 1Y | -19.1% | -26.3% | +7.2% | -18.9% |
| 3Y | +21.4% | -40.1% | +61.5% | +21.3% |
| 5Y | +51.2% | +16.7% | +34.5% | +47.2% |
| 10Y | +240.2% | +4,466.2% | -4,226.0% | +204.5% |
| All | +293.7% | +268.4% | +25.3% | +205.9% |
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