-6.1%
CELH vs CTVA
+102.9%
-109.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | -11.2% | -4.5% | -6.7% | -9.5% |
| 30D | -1.4% | +11.3% | -12.8% | -5.5% |
| 3M | -4.2% | +12.3% | -16.5% | -9.0% |
| 6M | -40.5% | +7.2% | -47.6% | -42.9% |
| YTD | -40.5% | +26.0% | -66.5% | -47.0% |
| 1Y | -53.0% | +16.0% | -69.0% | -56.7% |
| 3Y | -59.1% | +73.9% | -133.0% | -69.2% |
| All | -6.1% | +102.9% | -109.0% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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