-12.6%
CELH vs PH
+243.6%
-256.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -2.9% |
| 7D | -15.8% | -3.1% | -12.6% | -14.5% |
| 30D | -5.2% | -11.8% | +6.6% | +0.4% |
| 3M | -6.1% | +6.9% | -13.1% | -10.7% |
| 6M | -40.9% | -1.3% | -39.6% | -41.9% |
| YTD | -41.8% | +7.0% | -48.7% | -45.4% |
| 1Y | -52.6% | +23.1% | -75.7% | -59.7% |
| 3Y | -60.4% | +135.4% | -195.8% | -79.7% |
| 5Y | -12.6% | +250.3% | -263.0% | -68.1% |
| All | -12.6% | +243.6% | -256.2% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling