+1.2%
CELH vs AVAV
+44.7%
-43.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.4% | -4.2% |
| 7D | -3.8% | +3.2% | -7.0% | -4.4% |
| 30D | +6.4% | -20.3% | +26.8% | +11.1% |
| 3M | +5.6% | -19.4% | +25.0% | +8.8% |
| 6M | -31.1% | -35.3% | +4.1% | -26.6% |
| YTD | -35.4% | -38.5% | +3.1% | -32.2% |
| 1Y | -46.9% | -37.2% | -9.7% | -45.0% |
| 3Y | -56.0% | +31.1% | -87.1% | -67.6% |
| 5Y | +1.2% | +41.0% | -39.8% | -40.0% |
| All | +1.2% | +44.7% | -43.5% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling