+3,733.8%
CELH vs FSLR
+466.5%
+3,267.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | -11.2% | +2.2% | -13.5% | -11.7% |
| 30D | -1.4% | -7.8% | +6.4% | +0.1% |
| 3M | -4.2% | -22.9% | +18.8% | +0.5% |
| 6M | -40.5% | +4.4% | -44.8% | -42.1% |
| YTD | -40.5% | -20.0% | -20.5% | -39.4% |
| 1Y | -53.0% | +2.8% | -55.8% | -55.0% |
| 3Y | -59.1% | +16.5% | -75.6% | -64.5% |
| 5Y | -10.7% | +110.3% | -121.0% | -36.2% |
| All | +3,733.8% | +466.5% | +3,267.3% | +1,993.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling