-43.0%
CELH vs AVAV
+1.7%
-44.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.9% |
| 7D | +9.4% | 0.0% | +9.4% | +9.1% |
| 30D | +14.8% | -9.9% | +24.7% | +15.6% |
| 3M | +20.5% | -34.7% | +55.3% | +25.2% |
| 6M | +1.6% | -26.6% | +28.2% | +3.5% |
| YTD | -28.3% | -48.9% | +20.7% | -25.3% |
| 1Y | -26.4% | -63.0% | +36.6% | -20.8% |
| 3Y | -43.0% | +1.6% | -44.5% | -47.9% |
| All | -43.0% | +1.7% | -44.6% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling