+28.1%
CELH vs PL
+75.7%
-47.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.2% | -6.0% |
| 7D | -11.7% | -13.9% | +2.2% | -9.6% |
| 30D | +1.6% | -25.5% | +27.0% | +6.1% |
| 3M | -2.0% | -44.8% | +42.8% | +6.2% |
| 6M | -36.2% | -33.3% | -2.9% | -35.8% |
| YTD | -39.6% | -12.7% | -26.9% | -42.8% |
| 1Y | -50.7% | +90.9% | -141.6% | -60.3% |
| 3Y | -58.9% | +528.5% | -587.3% | -79.8% |
| 5Y | -5.4% | +72.7% | -78.1% | -32.7% |
| All | +28.1% | +75.7% | -47.7% | -8.4% |
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