-49.5%
CELH vs TEVA
+93.8%
-143.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -7.0% | -0.2% | -6.8% | -7.0% |
| 30D | +5.2% | +4.7% | +0.5% | +4.7% |
| 3M | +10.5% | +5.6% | +4.9% | +10.3% |
| 6M | -32.7% | +10.5% | -43.2% | -34.0% |
| YTD | -33.0% | +16.5% | -49.5% | -34.8% |
| 1Y | -49.5% | +96.8% | -146.3% | -53.1% |
| All | -49.5% | +93.8% | -143.4% | -53.1% |
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