+4,171.0%
CELH vs PCAR
+287.3%
+3,883.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.8% |
| 7D | +6.2% | +2.1% | +4.1% | +5.1% |
| 30D | +14.2% | -1.2% | +15.4% | +14.6% |
| 3M | +15.5% | -18.6% | +34.1% | +26.1% |
| 6M | +7.7% | -5.1% | +12.8% | +9.4% |
| YTD | -30.3% | -1.8% | -28.5% | -30.9% |
| 1Y | -29.0% | +10.6% | -39.6% | -33.5% |
| 3Y | -44.5% | +34.9% | -79.5% | -54.0% |
| 5Y | +14.8% | +114.0% | -99.2% | -24.1% |
| All | +4,171.0% | +287.3% | +3,883.6% | +2,233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling