-12.6%
CELH vs PBF
+785.3%
-798.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.7% |
| 7D | -15.8% | +2.3% | -18.1% | -15.9% |
| 30D | -5.2% | +11.6% | -16.8% | -6.1% |
| 3M | -6.1% | +81.7% | -87.9% | -10.5% |
| 6M | -40.9% | +96.4% | -137.3% | -44.4% |
| YTD | -41.8% | +189.5% | -231.3% | -47.6% |
| 1Y | -52.6% | +180.7% | -233.4% | -57.6% |
| 3Y | -60.4% | +56.6% | -117.0% | -63.4% |
| 5Y | -12.6% | +802.0% | -814.6% | -24.1% |
| All | -12.6% | +785.3% | -798.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 5y: compounded portfolio wealth divided by compounded PBF 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…
5y analysis · Full analysis span regression · 6 months rolling