-49.9%
CELH vs TEVA
+81.2%
-131.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +6.7% | +0.7% | +5.9% | +6.5% |
| 30D | +10.1% | +6.8% | +3.3% | +8.8% |
| 3M | +3.1% | +20.3% | -17.3% | 0.0% |
| 6M | -10.4% | +16.5% | -26.9% | -11.4% |
| YTD | -34.3% | +33.9% | -68.2% | -40.2% |
| 1Y | -49.9% | +69.8% | -119.7% | -65.0% |
| All | -49.9% | +81.2% | -131.0% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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