+42,128.6%
CELH vs PBF
+317.1%
+41,811.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.3% | -6.9% | -3.9% |
| 7D | -3.8% | +2.4% | -6.1% | -4.0% |
| 30D | +6.4% | +24.9% | -18.4% | +4.2% |
| 3M | +5.6% | +81.9% | -76.3% | -0.5% |
| 6M | -31.1% | +79.4% | -110.5% | -35.5% |
| YTD | -35.4% | +188.3% | -223.7% | -42.5% |
| 1Y | -46.9% | +177.3% | -224.1% | -52.9% |
| 3Y | -56.0% | +56.0% | -112.0% | -59.6% |
| 5Y | +1.2% | +804.0% | -802.8% | -24.1% |
| 10Y | +4,043.9% | +334.1% | +3,709.8% | +3,119.4% |
| All | +42,128.6% | +317.1% | +41,811.5% | +29,289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling