-59.1%
CELH vs ADSK
-3.2%
-55.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -11.2% | -2.5% | -8.7% | -10.5% |
| 30D | -1.4% | -14.9% | +13.4% | +2.8% |
| 3M | -4.2% | +3.3% | -7.5% | -6.0% |
| 6M | -40.5% | -15.7% | -24.8% | -38.4% |
| YTD | -40.5% | -28.2% | -12.2% | -35.3% |
| 1Y | -53.0% | -34.5% | -18.5% | -47.3% |
| 3Y | -59.1% | -2.9% | -56.2% | -61.4% |
| All | -59.1% | -3.2% | -55.8% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 3y: compounded portfolio wealth divided by compounded ADSK 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…
3y analysis · Full analysis span regression · 6 months rolling