-10.4%
TSCO vs CELH
-10.8%
+0.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.8% |
| 7D | -5.7% | -11.2% | +5.6% | -4.5% |
| 30D | -8.8% | -1.4% | -7.3% | -8.7% |
| 3M | +6.3% | -4.2% | +10.5% | +6.1% |
| 6M | -32.3% | -40.5% | +8.2% | -29.2% |
| YTD | -32.7% | -40.5% | +7.8% | -29.8% |
| 1Y | -43.7% | -53.0% | +9.3% | -40.2% |
| 3Y | -19.7% | -59.1% | +39.4% | -15.8% |
| All | -10.4% | -10.8% | +0.4% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling