+4.6%
TSLA vs CELH
-50.1%
+54.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -5.6% |
| 7D | +1.5% | -7.0% | +8.6% | +2.2% |
| 30D | +10.1% | +5.2% | +4.9% | +8.8% |
| 3M | -15.4% | +10.5% | -25.9% | -16.8% |
| 6M | -12.8% | -32.7% | +19.9% | -10.4% |
| YTD | -21.3% | -33.0% | +11.7% | -19.7% |
| 1Y | +4.6% | -49.5% | +54.1% | +11.8% |
| All | +4.6% | -50.1% | +54.7% | +11.8% |
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