+342.5%
CVS vs CELH
+245.5%
+97.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.6% |
| 7D | -1.9% | -11.7% | +9.8% | -1.8% |
| 30D | -0.3% | +1.6% | -1.9% | -0.3% |
| 3M | -1.1% | -2.0% | +0.8% | -1.2% |
| 6M | +23.7% | -36.2% | +59.9% | +24.2% |
| YTD | +23.0% | -39.6% | +62.6% | +23.6% |
| 1Y | +37.2% | -50.7% | +87.8% | +38.0% |
| 3Y | +62.4% | -58.9% | +121.3% | +63.1% |
| 5Y | +31.8% | -5.4% | +37.2% | +30.2% |
| 10Y | +41.9% | +3,848.6% | -3,806.7% | +33.4% |
| All | +342.5% | +245.5% | +97.0% | +263.6% |
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