-42.9%
CELH vs PCOR
+43.2%
-86.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.9% |
| 7D | +10.8% | +22.2% | -11.4% | +6.0% |
| 30D | +16.1% | +36.0% | -19.9% | +8.6% |
| 3M | +19.5% | +34.0% | -14.5% | +11.9% |
| 6M | +2.8% | +43.5% | -40.7% | -5.8% |
| YTD | -27.4% | +5.1% | -32.6% | -30.0% |
| 1Y | -20.1% | -3.9% | -16.1% | -21.4% |
| 3Y | -42.9% | +52.9% | -95.8% | -49.8% |
| All | -42.9% | +43.2% | -86.1% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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