+50.2%
CELH vs PL
+40.9%
+9.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +0.8% | +10.0% | -9.2% | -0.7% |
| 30D | +19.3% | -2.3% | +21.6% | +19.2% |
| 3M | +12.6% | -44.2% | +56.8% | +22.0% |
| 6M | +16.4% | -66.1% | +82.5% | +33.6% |
| YTD | -29.1% | -30.0% | +0.8% | -31.2% |
| 1Y | -26.3% | +21.0% | -47.4% | -36.3% |
| 3Y | -40.1% | +516.5% | -556.6% | -71.8% |
| 5Y | +16.7% | +32.0% | -15.3% | -19.1% |
| All | +50.2% | +40.9% | +9.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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