-43.6%
CELH vs CAVA
+33.0%
-76.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.7% |
| 7D | -11.2% | -8.0% | -3.2% | -10.1% |
| 30D | -1.4% | -19.6% | +18.1% | +1.6% |
| 3M | -4.2% | -36.7% | +32.5% | +1.7% |
| 6M | -40.5% | -30.6% | -9.9% | -37.7% |
| YTD | -40.5% | -4.8% | -35.7% | -40.1% |
| 1Y | -53.0% | -13.1% | -39.9% | -52.6% |
| 3Y | -59.1% | +48.8% | -107.8% | -65.5% |
| All | -43.6% | +33.0% | -76.6% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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