+130.0%
CELH vs FSLR
+636.8%
-506.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.9% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | +5.2% | -13.7% | +18.8% | +6.5% |
| 3M | +10.5% | -35.1% | +45.6% | +14.3% |
| 6M | -32.7% | +3.6% | -36.4% | -33.4% |
| YTD | -33.0% | -21.7% | -11.2% | -32.2% |
| 1Y | -49.5% | +1.3% | -50.8% | -50.2% |
| 3Y | -52.6% | +9.7% | -62.3% | -54.6% |
| 5Y | +5.2% | +117.4% | -112.1% | -5.1% |
| 10Y | +4,178.1% | +435.5% | +3,742.6% | +3,558.4% |
| All | +130.0% | +636.8% | -506.8% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling