-40.5%
CELH vs LYFT
+14.2%
-54.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.2% |
| 7D | -11.2% | -8.4% | -2.8% | -7.1% |
| 30D | -1.4% | -7.6% | +6.2% | +2.9% |
| 3M | -4.2% | +11.7% | -15.9% | -3.8% |
| 6M | -40.5% | +15.1% | -55.6% | -42.5% |
| All | -40.5% | +14.2% | -54.7% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 6mo: compounded portfolio wealth divided by compounded LYFT 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…
6mo analysis · Full analysis span regression · 6 months rolling