+3,848.6%
CELH vs PPL
+52.7%
+3,795.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -5.7% |
| 7D | -11.7% | 0.0% | -11.7% | -11.6% |
| 30D | +1.6% | -1.3% | +2.8% | +2.3% |
| 3M | -2.0% | -2.6% | +0.6% | -0.6% |
| 6M | -36.2% | -8.4% | -27.8% | -33.4% |
| YTD | -39.6% | +0.2% | -39.8% | -39.7% |
| 1Y | -50.7% | -0.2% | -50.4% | -50.9% |
| 3Y | -58.9% | +52.9% | -111.8% | -67.8% |
| 5Y | -5.4% | +36.8% | -42.2% | -20.7% |
| 10Y | +3,848.6% | +57.6% | +3,791.0% | +3,405.0% |
| All | +3,848.6% | +52.7% | +3,795.9% | +3,405.0% |
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