+211.7%
CELH vs AVAV
+397.6%
-185.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +7.4% | +9.9% | -2.4% | +5.7% |
| 30D | +16.4% | -5.4% | +21.8% | +16.9% |
| 3M | +17.6% | -36.5% | +54.2% | +25.5% |
| 6M | +7.8% | -25.3% | +33.1% | +10.5% |
| YTD | -27.8% | -48.6% | +20.8% | -23.0% |
| 1Y | -24.4% | -62.1% | +37.6% | -15.5% |
| 3Y | -42.5% | +2.3% | -44.9% | -48.4% |
| 5Y | +1.4% | +35.4% | -33.9% | -15.3% |
| 10Y | +4,553.5% | +345.1% | +4,208.4% | +3,294.0% |
| All | +211.7% | +397.6% | -185.9% | +140.3% |
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