+3,650.7%
CELH vs AVAV
+520.8%
+3,129.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.4% | -8.1% | -4.6% |
| 7D | -15.8% | -0.1% | -15.7% | -15.8% |
| 30D | -5.2% | -25.0% | +19.8% | +0.5% |
| 3M | -6.1% | -15.0% | +8.8% | -4.3% |
| 6M | -40.9% | -33.6% | -7.2% | -37.3% |
| YTD | -41.8% | -39.2% | -2.6% | -38.5% |
| 1Y | -52.6% | -40.5% | -12.2% | -50.1% |
| 3Y | -60.4% | +29.6% | -90.0% | -68.7% |
| 5Y | -12.6% | +56.7% | -69.3% | -37.7% |
| All | +3,650.7% | +520.8% | +3,129.9% | +2,223.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling