+1,921.3%
CELH vs CHWY
-43.2%
+1,964.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.3% | +3.2% |
| 7D | -11.2% | -13.6% | +2.4% | -7.1% |
| 30D | -1.4% | -8.5% | +7.1% | +1.2% |
| 3M | -4.2% | +8.9% | -13.1% | -6.7% |
| 6M | -40.5% | -20.5% | -20.0% | -36.8% |
| YTD | -40.5% | -38.2% | -2.3% | -32.0% |
| 1Y | -53.0% | -43.3% | -9.8% | -45.1% |
| 3Y | -59.1% | -8.5% | -50.5% | -63.0% |
| 5Y | -10.7% | -72.7% | +62.0% | +8.5% |
| All | +1,921.3% | -43.2% | +1,964.5% | +1,624.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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