+54.4%
CVS vs CELH
-60.2%
+114.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.7% |
| 7D | -2.2% | -11.2% | +9.1% | -2.1% |
| 30D | -0.1% | -1.4% | +1.4% | -0.1% |
| 3M | -5.2% | -4.2% | -1.1% | -5.2% |
| 6M | +26.9% | -40.5% | +67.4% | +27.7% |
| YTD | +22.1% | -40.5% | +62.6% | +22.6% |
| 1Y | +30.8% | -53.0% | +83.8% | +32.0% |
| 3Y | +54.4% | -59.1% | +113.4% | +58.2% |
| All | +54.4% | -60.2% | +114.6% | +58.2% |
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