+165.6%
ZTS vs CELH
+37,591.1%
-37,425.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.1% |
| 7D | -3.8% | -11.7% | +7.9% | -3.3% |
| 30D | -2.0% | +1.6% | -3.6% | -2.1% |
| 3M | -10.2% | -2.0% | -8.2% | -10.4% |
| 6M | -39.4% | -36.2% | -3.2% | -38.6% |
| YTD | -40.8% | -39.6% | -1.2% | -39.9% |
| 1Y | -50.1% | -50.7% | +0.6% | -49.1% |
| 3Y | -58.9% | -58.9% | 0.0% | -58.3% |
| 5Y | -62.4% | -5.4% | -57.0% | -63.5% |
| 10Y | +58.8% | +3,848.6% | -3,789.8% | +42.3% |
| All | +165.6% | +37,591.1% | -37,425.5% | +137.0% |
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