+3,733.8%
CELH vs PHM
+568.1%
+3,165.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.6% |
| 7D | -11.2% | -5.0% | -6.2% | -9.3% |
| 30D | -1.4% | -8.4% | +7.0% | +2.3% |
| 3M | -4.2% | -4.4% | +0.3% | -2.1% |
| 6M | -40.5% | -3.7% | -36.7% | -39.7% |
| YTD | -40.5% | +1.3% | -41.8% | -41.2% |
| 1Y | -53.0% | -14.0% | -39.0% | -50.6% |
| 3Y | -59.1% | +48.1% | -107.2% | -66.7% |
| 5Y | -10.7% | +158.8% | -169.5% | -42.5% |
| All | +3,733.8% | +568.1% | +3,165.7% | +2,422.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling