+146.0%
CELH vs PCAR
+562.9%
-416.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +9.4% | +3.8% | +5.6% | +8.3% |
| 30D | +14.8% | -2.0% | +16.7% | +15.2% |
| 3M | +20.5% | -19.1% | +39.6% | +27.1% |
| 6M | +1.6% | -6.8% | +8.4% | +3.1% |
| YTD | -28.3% | -2.5% | -25.8% | -28.4% |
| 1Y | -26.4% | +9.7% | -36.0% | -28.7% |
| 3Y | -43.0% | +34.0% | -76.9% | -47.9% |
| 5Y | +4.8% | +113.3% | -108.5% | -14.1% |
| 10Y | +4,820.0% | +278.2% | +4,541.8% | +3,513.1% |
| All | +146.0% | +562.9% | -416.9% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling