+60.7%
CELH vs PCOR
-30.9%
+91.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -1.2% |
| 7D | -7.0% | -9.0% | +1.9% | -3.3% |
| 30D | +5.2% | +4.2% | +1.0% | +3.1% |
| 3M | +10.5% | +14.4% | -3.9% | +3.2% |
| 6M | -32.7% | +0.2% | -32.9% | -35.1% |
| YTD | -33.0% | -20.3% | -12.7% | -29.3% |
| 1Y | -49.5% | -16.1% | -33.4% | -49.6% |
| 3Y | -52.6% | -14.7% | -37.9% | -57.8% |
| 5Y | +5.2% | -43.2% | +48.4% | -3.0% |
| All | +60.7% | -30.9% | +91.6% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling