+148.9%
CELH vs PCAR
+561.8%
-412.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +2.3% |
| 7D | +10.8% | +2.9% | +7.9% | +9.9% |
| 30D | +16.1% | -2.1% | +18.3% | +16.7% |
| 3M | +19.5% | -20.4% | +39.9% | +26.6% |
| 6M | +2.8% | -7.0% | +9.8% | +4.3% |
| YTD | -27.4% | -2.6% | -24.8% | -27.5% |
| 1Y | -20.1% | +9.8% | -29.8% | -22.6% |
| 3Y | -42.9% | +37.3% | -80.1% | -48.1% |
| 5Y | -1.9% | +116.4% | -118.4% | -19.9% |
| 10Y | +4,878.5% | +293.0% | +4,585.5% | +3,533.2% |
| All | +148.9% | +561.8% | -412.8% | +75.9% |
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 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