-48.4%
CELH vs FSLR
-24.3%
-24.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.1% | +2.4% |
| 7D | +9.9% | +10.3% | -0.4% | +9.6% |
| 30D | +11.7% | +10.4% | +1.3% | +11.4% |
| 3M | +4.1% | -20.2% | +24.3% | +4.7% |
| 6M | -8.4% | -8.0% | -0.4% | -8.7% |
| YTD | -32.8% | -25.5% | -7.2% | -32.5% |
| 1Y | -48.4% | -26.0% | -22.4% | -49.0% |
| All | -48.4% | -24.3% | -24.1% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling