+2,664.3%
TSLA vs CELH
+3,788.6%
-1,124.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | +3.2% | -11.2% | +14.4% | +5.4% |
| 30D | +11.6% | -1.4% | +13.0% | +11.6% |
| 3M | -8.4% | -4.2% | -4.3% | -8.8% |
| 6M | -10.4% | -40.5% | +30.1% | -3.1% |
| YTD | -18.7% | -40.5% | +21.7% | -12.7% |
| 1Y | -0.9% | -53.0% | +52.1% | +10.1% |
| 3Y | +33.6% | -59.1% | +92.6% | +42.9% |
| 5Y | +48.9% | -10.7% | +59.6% | +27.5% |
| All | +2,664.3% | +3,788.6% | -1,124.3% | +1,491.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling