+3,650.7%
CELH vs P
+684.8%
+2,965.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.6% | -2.8% |
| 7D | -15.8% | -4.1% | -11.6% | -14.8% |
| 30D | -5.2% | -14.0% | +8.8% | -1.7% |
| 3M | -6.1% | +41.4% | -47.6% | -16.7% |
| 6M | -40.9% | +54.2% | -95.0% | -50.3% |
| YTD | -41.8% | +40.4% | -82.2% | -50.6% |
| 1Y | -52.6% | +16.0% | -68.6% | -58.4% |
| 3Y | -60.4% | +140.7% | -201.0% | -75.8% |
| 5Y | -12.6% | +256.3% | -268.9% | -54.2% |
| All | +3,650.7% | +684.8% | +2,965.9% | +1,586.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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