+40.0%
CVS vs CELH
+3,788.6%
-3,748.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.8% |
| 7D | -2.2% | -11.2% | +9.1% | -1.6% |
| 30D | -0.1% | -1.4% | +1.4% | -0.1% |
| 3M | -5.2% | -4.2% | -1.1% | -5.3% |
| 6M | +26.9% | -40.5% | +67.4% | +29.5% |
| YTD | +22.1% | -40.5% | +62.6% | +24.3% |
| 1Y | +30.8% | -53.0% | +83.8% | +34.4% |
| 3Y | +54.4% | -59.1% | +113.4% | +57.2% |
| 5Y | +33.4% | -10.7% | +44.1% | +25.9% |
| All | +40.0% | +3,788.6% | -3,748.5% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling