-7.2%
CELH vs PL
+20.8%
-28.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.4% | -3.3% | +5.5% |
| 7D | +10.4% | -6.8% | +17.3% | +11.4% |
| 30D | +19.5% | -29.3% | +48.8% | +25.4% |
| 3M | +35.3% | -44.8% | +80.1% | +47.0% |
| 6M | -2.0% | -68.4% | +66.4% | +13.3% |
| YTD | -29.7% | -36.4% | +6.7% | -30.7% |
| 1Y | -28.6% | +0.7% | -29.4% | -36.4% |
| 3Y | -45.5% | +455.3% | -500.8% | -74.0% |
| All | -7.2% | +20.8% | -28.0% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling