+4,171.0%
CELH vs PPL
+65.0%
+4,106.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.2% |
| 7D | +6.2% | -2.2% | +8.4% | +7.4% |
| 30D | +14.2% | +1.7% | +12.5% | +13.0% |
| 3M | +15.5% | +0.1% | +15.3% | +15.2% |
| 6M | +7.7% | -1.5% | +9.2% | +8.3% |
| YTD | -30.3% | +3.0% | -33.2% | -31.6% |
| 1Y | -29.0% | -1.4% | -27.6% | -28.9% |
| 3Y | -44.5% | +53.5% | -98.0% | -56.9% |
| 5Y | +14.8% | +46.4% | -31.6% | -7.4% |
| All | +4,171.0% | +65.0% | +4,106.0% | +3,554.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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