-58.4%
CELH vs P
+144.8%
-203.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.0% | -2.5% | -6.0% |
| 7D | -11.7% | +5.0% | -16.7% | -12.1% |
| 30D | +1.6% | -0.9% | +2.5% | +1.4% |
| 3M | -2.0% | +38.7% | -40.6% | -6.5% |
| 6M | -36.2% | +54.4% | -90.6% | -41.2% |
| YTD | -39.6% | +44.8% | -84.4% | -44.3% |
| 1Y | -50.7% | +22.5% | -73.2% | -53.8% |
| All | -58.4% | +144.8% | -203.2% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling