-59.1%
CELH vs TEVA
+280.8%
-339.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.9% |
| 7D | -11.2% | +2.0% | -13.2% | -11.4% |
| 30D | -1.4% | +1.0% | -2.4% | -1.6% |
| 3M | -4.2% | +7.3% | -11.5% | -5.1% |
| 6M | -40.5% | +21.7% | -62.2% | -42.3% |
| YTD | -40.5% | +18.8% | -59.3% | -42.2% |
| 1Y | -53.0% | +86.5% | -139.5% | -57.2% |
| 3Y | -59.1% | +269.4% | -328.5% | -72.1% |
| All | -59.1% | +280.8% | -339.9% | -72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling