-43.7%
TSCO vs CELH
-52.9%
+9.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.7% |
| 7D | -5.7% | -11.2% | +5.6% | -4.6% |
| 30D | -8.8% | -1.4% | -7.3% | -8.7% |
| 3M | +6.3% | -4.2% | +10.5% | +6.0% |
| 6M | -32.3% | -40.5% | +8.2% | -29.7% |
| YTD | -32.7% | -40.5% | +7.8% | -30.4% |
| 1Y | -43.7% | -53.0% | +9.3% | -41.6% |
| All | -43.7% | -52.9% | +9.2% | -41.6% |
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