-48.4%
CELH vs AVAV
-68.0%
+19.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.3% | +10.9% | +3.4% |
| 7D | +9.9% | -10.1% | +20.0% | +10.9% |
| 30D | +11.7% | -18.7% | +30.5% | +14.1% |
| 3M | +4.1% | -33.0% | +37.1% | +8.5% |
| 6M | -8.4% | -37.2% | +28.8% | -4.6% |
| YTD | -32.8% | -53.2% | +20.4% | -32.3% |
| 1Y | -48.4% | -69.0% | +20.6% | -35.2% |
| All | -48.4% | -68.0% | +19.7% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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