-49.5%
CELH vs AVAV
-39.1%
-10.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.8% |
| 7D | -7.0% | -2.2% | -4.8% | -6.8% |
| 30D | +5.2% | -13.9% | +19.1% | +6.7% |
| 3M | +10.5% | -29.2% | +39.7% | +13.9% |
| 6M | -32.7% | -36.1% | +3.4% | -30.1% |
| YTD | -33.0% | -40.2% | +7.2% | -32.3% |
| 1Y | -49.5% | -36.2% | -13.3% | -38.0% |
| All | -49.5% | -39.1% | -10.5% | -38.0% |
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