-40.9%
TSCO vs CELH
-50.1%
+9.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.4% |
| 7D | +0.8% | -7.0% | +7.8% | +1.5% |
| 30D | +5.5% | +5.2% | +0.3% | +4.5% |
| 3M | +20.0% | +10.5% | +9.5% | +17.8% |
| 6M | -29.8% | -32.7% | +2.9% | -27.9% |
| YTD | -28.7% | -33.0% | +4.3% | -27.0% |
| 1Y | -40.9% | -49.5% | +8.6% | -38.6% |
| All | -40.9% | -50.1% | +9.2% | -38.6% |
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