+0.8%
CVNA vs CELH
-50.1%
+50.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.3% |
| 7D | +0.7% | -7.0% | +7.8% | +2.4% |
| 30D | +7.4% | +5.2% | +2.2% | +5.2% |
| 3M | +12.7% | +10.5% | +2.2% | +8.5% |
| 6M | +17.9% | -32.7% | +50.6% | +29.7% |
| YTD | -11.6% | -33.0% | +21.3% | -2.4% |
| 1Y | +0.8% | -49.5% | +50.3% | +19.4% |
| All | +0.8% | -50.1% | +50.9% | +19.4% |
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