-6.1%
CELH vs FSLR
+108.2%
-114.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.2% |
| 3M | -4.2% | -22.9% | +18.8% | +0.8% |
| 6M | -40.5% | +4.4% | -44.8% | -42.4% |
| YTD | -40.5% | -20.0% | -20.5% | -39.3% |
| 1Y | -53.0% | +2.8% | -55.8% | -55.4% |
| 3Y | -59.1% | +16.5% | -75.6% | -65.8% |
| All | -6.1% | +108.2% | -114.3% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling