+107.3%
CELH vs PEG
+358.0%
-250.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -5.9% |
| 7D | -11.7% | -0.1% | -11.6% | -11.6% |
| 30D | +1.6% | -1.7% | +3.3% | +2.4% |
| 3M | -2.0% | -6.8% | +4.8% | +1.3% |
| 6M | -36.2% | -11.4% | -24.8% | -32.6% |
| YTD | -39.6% | -7.2% | -32.3% | -37.6% |
| 1Y | -50.7% | -6.1% | -44.6% | -49.8% |
| 3Y | -58.9% | +31.8% | -90.6% | -64.9% |
| 5Y | -5.4% | +35.6% | -41.0% | -21.0% |
| 10Y | +3,848.6% | +148.7% | +3,699.8% | +2,272.2% |
| All | +107.3% | +358.0% | -250.7% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling