-52.6%
CELH vs AVAV
-36.6%
-16.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.4% | -8.1% | -4.1% |
| 7D | -15.8% | -0.1% | -15.7% | -15.7% |
| 30D | -5.2% | -25.0% | +19.8% | -2.1% |
| 3M | -6.1% | -15.0% | +8.8% | -4.8% |
| 6M | -40.9% | -33.6% | -7.2% | -38.7% |
| YTD | -41.8% | -39.2% | -2.6% | -41.4% |
| 1Y | -52.6% | -40.5% | -12.2% | -39.6% |
| All | -52.6% | -36.6% | -16.0% | -39.6% |
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