-56.0%
CELH vs AVAV
+31.0%
-87.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.4% | -3.9% |
| 7D | -3.8% | +3.2% | -7.0% | -4.1% |
| 30D | +6.4% | -20.3% | +26.8% | +9.0% |
| 3M | +5.6% | -19.4% | +25.0% | +7.5% |
| 6M | -31.1% | -35.3% | +4.1% | -28.6% |
| YTD | -35.4% | -38.5% | +3.1% | -33.6% |
| 1Y | -46.9% | -37.2% | -9.7% | -45.2% |
| 3Y | -56.0% | +31.1% | -87.1% | -66.7% |
| All | -56.0% | +31.0% | -87.0% | -66.7% |
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