-59.1%
CELH vs PBR
+99.7%
-158.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.2% |
| 7D | -11.2% | +5.4% | -16.6% | -11.3% |
| 30D | -1.4% | +22.9% | -24.3% | -2.1% |
| 3M | -4.2% | +19.6% | -23.8% | -4.7% |
| 6M | -40.5% | +16.5% | -56.9% | -41.0% |
| YTD | -40.5% | +86.7% | -127.1% | -45.9% |
| 1Y | -53.0% | +74.7% | -127.7% | -56.8% |
| 3Y | -59.1% | +102.6% | -161.6% | -67.8% |
| All | -59.1% | +99.7% | -158.8% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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