+107.3%
CELH vs PHM
+321.3%
-214.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.5% | -6.3% |
| 7D | -11.7% | -3.9% | -7.8% | -10.8% |
| 30D | +1.6% | -8.6% | +10.1% | +4.0% |
| 3M | -2.0% | -2.9% | +1.0% | -1.1% |
| 6M | -36.2% | -5.7% | -30.5% | -35.3% |
| YTD | -39.6% | +1.9% | -41.4% | -40.0% |
| 1Y | -50.7% | -12.3% | -38.4% | -49.3% |
| 3Y | -58.9% | +50.8% | -109.6% | -63.4% |
| 5Y | -5.4% | +157.3% | -162.7% | -25.2% |
| 10Y | +3,848.6% | +566.5% | +3,282.0% | +2,485.0% |
| All | +107.3% | +321.3% | -214.0% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling