+205.8%
CELH vs AVAV
+370.1%
-164.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.1% |
| 7D | +0.8% | +4.2% | -3.4% | +0.1% |
| 30D | +19.3% | -2.6% | +21.9% | +19.3% |
| 3M | +12.6% | -38.0% | +50.6% | +20.6% |
| 6M | +16.4% | -27.0% | +43.4% | +19.7% |
| YTD | -29.1% | -51.4% | +22.3% | -23.7% |
| 1Y | -26.3% | -60.2% | +33.9% | -18.3% |
| 3Y | -40.1% | -6.7% | -33.5% | -45.4% |
| 5Y | +16.7% | +28.3% | -11.6% | -1.7% |
| 10Y | +4,466.2% | +320.5% | +4,145.7% | +3,260.9% |
| All | +205.8% | +370.1% | -164.2% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling