+4,171.0%
CELH vs P
+666.7%
+3,504.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.4% | -6.9% | -4.4% |
| 7D | +6.2% | +17.8% | -11.7% | +1.7% |
| 30D | +14.2% | -29.9% | +44.0% | +23.4% |
| 3M | +15.5% | -1.2% | +16.6% | +12.4% |
| 6M | +7.7% | +32.1% | -24.4% | -6.3% |
| YTD | -30.3% | +64.3% | -94.6% | -44.8% |
| 1Y | -29.0% | +24.3% | -53.3% | -40.2% |
| 3Y | -44.5% | +203.2% | -247.8% | -69.5% |
| 5Y | +14.8% | +290.4% | -275.6% | -43.2% |
| All | +4,171.0% | +666.7% | +3,504.3% | +1,819.1% |
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