+1.2%
CELH vs PCAR
+168.7%
-167.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.7% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +6.4% | -7.7% | +14.2% | +10.7% |
| 3M | +5.6% | +3.7% | +1.9% | +3.7% |
| 6M | -31.1% | +2.3% | -33.4% | -32.4% |
| YTD | -35.4% | +12.8% | -48.2% | -40.1% |
| 1Y | -46.9% | +27.8% | -74.6% | -53.9% |
| 3Y | -56.0% | +61.8% | -117.8% | -68.9% |
| 5Y | +1.2% | +168.2% | -167.0% | -49.8% |
| All | +1.2% | +168.7% | -167.5% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling