-13.3%
TSLA vs CELH
-47.2%
+33.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.6% |
| 7D | -4.7% | +9.9% | -14.6% | -5.5% |
| 30D | +1.7% | +11.7% | -10.0% | +0.6% |
| 3M | +17.7% | +4.1% | +13.6% | +16.2% |
| 6M | -1.9% | -8.4% | +6.5% | -2.1% |
| YTD | -14.3% | -32.8% | +18.4% | -13.1% |
| 1Y | -13.3% | -48.4% | +35.1% | -8.5% |
| All | -13.3% | -47.2% | +33.9% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling