+23,015.9%
TSLA vs CELH
+4,772.5%
+18,243.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.6% | +7.6% | +4.2% |
| 7D | +3.4% | -3.8% | +7.2% | +3.6% |
| 30D | +12.0% | +6.4% | +5.6% | +11.6% |
| 3M | -10.0% | +5.6% | -15.5% | -10.4% |
| 6M | -7.2% | -31.1% | +23.9% | -5.9% |
| YTD | -18.1% | -35.4% | +17.2% | -16.8% |
| 1Y | +6.3% | -46.9% | +53.2% | +8.7% |
| 3Y | +48.2% | -56.0% | +104.2% | +50.7% |
| 5Y | +46.5% | +1.2% | +45.3% | +42.0% |
| 10Y | +2,698.1% | +4,043.9% | -1,345.8% | +2,375.1% |
| All | +23,015.9% | +4,772.5% | +18,243.4% | +19,461.0% |
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