+3,934.2%
CELH vs P
+485.4%
+3,448.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.3% |
| 7D | -7.0% | +6.5% | -13.6% | -8.5% |
| 30D | +5.2% | +18.8% | -13.7% | -0.1% |
| 3M | +10.5% | +26.7% | -16.3% | +1.9% |
| 6M | -32.7% | +62.2% | -94.9% | -43.2% |
| YTD | -33.0% | +48.5% | -81.5% | -42.9% |
| 1Y | -49.5% | +26.4% | -75.9% | -56.0% |
| 3Y | -52.6% | +159.4% | -212.1% | -69.8% |
| 5Y | +5.2% | +275.8% | -270.6% | -40.4% |
| 10Y | +4,178.1% | +732.0% | +3,446.1% | +2,001.4% |
| All | +3,934.2% | +485.4% | +3,448.9% | +1,920.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling