+104.1%
CELH vs PBR
+291.4%
-187.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.4% |
| 7D | -11.2% | +5.4% | -16.6% | -12.2% |
| 30D | -1.4% | +22.9% | -24.3% | -5.8% |
| 3M | -4.2% | +19.6% | -23.8% | -8.4% |
| 6M | -40.5% | +16.5% | -56.9% | -43.1% |
| YTD | -40.5% | +86.7% | -127.1% | -48.8% |
| 1Y | -53.0% | +74.7% | -127.7% | -59.2% |
| 3Y | -59.1% | +102.6% | -161.6% | -66.1% |
| 5Y | -10.7% | +566.6% | -577.3% | -44.6% |
| 10Y | +3,788.6% | +686.1% | +3,102.5% | +1,972.8% |
| All | +104.1% | +291.4% | -187.2% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling