-59.1%
CELH vs PEG
+31.8%
-90.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | -11.2% | -0.9% | -10.3% | -10.9% |
| 30D | -1.4% | -3.7% | +2.3% | -0.3% |
| 3M | -4.2% | -7.3% | +3.1% | -1.9% |
| 6M | -40.5% | -10.5% | -30.0% | -38.4% |
| YTD | -40.5% | -7.5% | -33.0% | -39.1% |
| 1Y | -53.0% | -8.7% | -44.3% | -51.9% |
| 3Y | -59.1% | +31.4% | -90.4% | -62.9% |
| All | -59.1% | +31.8% | -90.8% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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