+3,015.3%
CVNA vs CELH
+1,972.6%
+1,042.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.3% |
| 7D | -7.3% | -11.2% | +3.9% | -3.6% |
| 30D | -4.6% | -1.4% | -3.1% | -4.4% |
| 3M | +2.0% | -4.2% | +6.1% | +1.2% |
| 6M | +11.7% | -40.5% | +52.2% | +28.7% |
| YTD | -18.1% | -40.5% | +22.4% | -6.2% |
| 1Y | -2.4% | -53.0% | +50.6% | +19.1% |
| 3Y | +580.6% | -59.1% | +639.6% | +677.3% |
| 5Y | +4.9% | -10.7% | +15.6% | -11.9% |
| All | +3,015.3% | +1,972.6% | +1,042.7% | +1,236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling