+1.2%
CELH vs PPL
+39.3%
-38.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -3.8% | +1.8% | -5.5% | -4.9% |
| 30D | +6.4% | -1.1% | +7.5% | +7.2% |
| 3M | +5.6% | 0.0% | +5.5% | +5.4% |
| 6M | -31.1% | -7.6% | -23.5% | -27.8% |
| YTD | -35.4% | +1.7% | -37.1% | -36.3% |
| 1Y | -46.9% | +1.5% | -48.4% | -48.0% |
| 3Y | -56.0% | +55.3% | -111.3% | -70.3% |
| 5Y | +1.2% | +37.7% | -36.5% | -26.8% |
| All | +1.2% | +39.3% | -38.1% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling