+25.2%
CVNA vs CELH
-47.2%
+72.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +8.2% |
| 7D | +31.3% | +9.9% | +21.4% | +28.5% |
| 30D | +21.7% | +11.7% | +10.0% | +18.6% |
| 3M | +14.0% | +4.1% | +9.9% | +11.9% |
| 6M | +3.0% | -8.4% | +11.4% | +4.0% |
| YTD | -8.1% | -32.8% | +24.7% | +1.4% |
| 1Y | +25.2% | -48.4% | +73.6% | +46.9% |
| All | +25.2% | -47.2% | +72.4% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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