-53.0%
CELH vs FSLR
+2.3%
-55.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.2% |
| 7D | -11.2% | +2.2% | -13.5% | -11.3% |
| 30D | -1.4% | -7.8% | +6.4% | -1.1% |
| 3M | -4.2% | -22.9% | +18.8% | -2.9% |
| 6M | -40.5% | +4.4% | -44.8% | -41.3% |
| YTD | -40.5% | -20.0% | -20.5% | -40.2% |
| 1Y | -53.0% | +2.8% | -55.8% | -51.6% |
| All | -53.0% | +2.3% | -55.3% | -51.6% |
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