-42.9%
CELH vs PCAR
+36.1%
-79.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +2.0% |
| 7D | +10.8% | +2.9% | +7.9% | +9.7% |
| 30D | +16.1% | -2.1% | +18.3% | +16.8% |
| 3M | +19.5% | -20.4% | +39.9% | +28.5% |
| 6M | +2.8% | -7.0% | +9.8% | +5.1% |
| YTD | -27.4% | -2.6% | -24.8% | -27.7% |
| 1Y | -20.1% | +9.8% | -29.8% | -24.0% |
| 3Y | -42.9% | +37.3% | -80.1% | -47.0% |
| All | -42.9% | +36.1% | -79.0% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling