-59.1%
CELH vs AZO
+10.0%
-69.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -11.2% | -3.6% | -7.6% | -10.7% |
| 30D | -1.4% | -5.6% | +4.1% | -0.6% |
| 3M | -4.2% | -6.6% | +2.5% | -3.2% |
| 6M | -40.5% | -22.5% | -18.0% | -38.4% |
| YTD | -40.5% | -15.2% | -25.3% | -38.9% |
| 1Y | -53.0% | -33.9% | -19.1% | -50.9% |
| 3Y | -59.1% | +11.8% | -70.9% | -60.1% |
| All | -59.1% | +10.0% | -69.1% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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