+1,825.1%
CELH vs CTVA
+210.9%
+1,614.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.3% | -3.5% |
| 7D | -15.8% | -4.7% | -11.1% | -14.0% |
| 30D | -5.2% | +11.1% | -16.3% | -9.4% |
| 3M | -6.1% | +13.7% | -19.8% | -11.6% |
| 6M | -40.9% | +11.2% | -52.1% | -44.2% |
| YTD | -41.8% | +26.9% | -68.7% | -48.5% |
| 1Y | -52.6% | +18.8% | -71.4% | -57.0% |
| 3Y | -60.4% | +75.9% | -136.3% | -70.6% |
| 5Y | -12.6% | +105.2% | -117.9% | -39.9% |
| All | +1,825.1% | +210.9% | +1,614.2% | +940.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling