-6.1%
CELH vs AVTR
-64.6%
+58.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -11.2% | -1.1% | -10.2% | -10.8% |
| 30D | -1.4% | +6.3% | -7.8% | -3.8% |
| 3M | -4.2% | +53.3% | -57.5% | -20.0% |
| 6M | -40.5% | +78.6% | -119.1% | -53.8% |
| YTD | -40.5% | +29.2% | -69.7% | -47.5% |
| 1Y | -53.0% | +13.8% | -66.8% | -57.7% |
| 3Y | -59.1% | -27.4% | -31.6% | -57.0% |
| All | -6.1% | -64.6% | +58.5% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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