+580.6%
CVNA vs CELH
-60.2%
+640.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.0% |
| 7D | -7.3% | -11.2% | +3.9% | -5.1% |
| 30D | -4.6% | -1.4% | -3.1% | -4.4% |
| 3M | +2.0% | -4.2% | +6.1% | +1.7% |
| 6M | +11.7% | -40.5% | +52.2% | +22.1% |
| YTD | -18.1% | -40.5% | +22.4% | -10.6% |
| 1Y | -2.4% | -53.0% | +50.6% | +10.5% |
| 3Y | +580.6% | -59.1% | +639.6% | +723.0% |
| All | +580.6% | -60.2% | +640.8% | +723.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling