+42.1%
CELH vs PL
+84.9%
-42.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.8% |
| 7D | -7.0% | -9.3% | +2.3% | -5.7% |
| 30D | +5.2% | -18.9% | +24.1% | +8.4% |
| 3M | +10.5% | -58.4% | +68.9% | +24.2% |
| 6M | -32.7% | -30.3% | -2.4% | -32.8% |
| YTD | -33.0% | -8.1% | -24.9% | -37.1% |
| 1Y | -49.5% | +180.5% | -230.0% | -63.2% |
| 3Y | -52.6% | +444.1% | -496.8% | -75.2% |
| 5Y | +5.2% | +83.0% | -77.8% | -25.0% |
| All | +42.1% | +84.9% | -42.8% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling