+33.1%
CVS vs CELH
-12.7%
+45.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | 0.0% |
| 7D | -2.0% | -15.8% | +13.8% | -1.6% |
| 30D | +1.9% | -5.2% | +7.1% | +2.0% |
| 3M | -2.2% | -6.1% | +3.9% | -2.2% |
| 6M | +26.7% | -40.9% | +67.6% | +28.4% |
| YTD | +22.9% | -41.8% | +64.7% | +24.4% |
| 1Y | +32.9% | -52.6% | +85.5% | +35.2% |
| 3Y | +62.3% | -60.4% | +122.7% | +65.1% |
| All | +33.1% | -12.7% | +45.8% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling