-53.0%
CELH vs PPG
-0.8%
-52.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -11.2% | -6.2% | -5.0% | -8.6% |
| 30D | -1.4% | -7.9% | +6.5% | +2.3% |
| 3M | -4.2% | -10.2% | +6.1% | +0.9% |
| 6M | -40.5% | +2.7% | -43.1% | -39.6% |
| YTD | -40.5% | +4.9% | -45.4% | -40.4% |
| 1Y | -53.0% | -3.2% | -49.8% | -53.7% |
| All | -53.0% | -0.8% | -52.3% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling