+143.1%
CELH vs PH
+2,321.7%
-2,178.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.8% | +4.3% | -3.5% | -0.8% |
| 30D | +19.3% | +0.1% | +19.2% | +18.9% |
| 3M | +12.6% | -9.4% | +22.0% | +16.6% |
| 6M | +16.4% | +8.8% | +7.6% | +10.7% |
| YTD | -29.1% | +9.6% | -38.7% | -33.2% |
| 1Y | -26.3% | +14.4% | -40.8% | -31.7% |
| 3Y | -40.1% | +134.5% | -174.6% | -60.0% |
| 5Y | +16.7% | +204.4% | -187.7% | -29.8% |
| 10Y | +4,466.2% | +697.3% | +3,768.9% | +1,824.4% |
| All | +143.1% | +2,321.7% | -2,178.6% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling