+130.0%
CELH vs PPL
+156.8%
-26.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.0% | +2.7% | -9.7% | -8.2% |
| 30D | +5.2% | +0.5% | +4.7% | +5.2% |
| 3M | +10.5% | +0.7% | +9.8% | +10.2% |
| 6M | -32.7% | -7.6% | -25.1% | -30.2% |
| YTD | -33.0% | +1.8% | -34.8% | -33.7% |
| 1Y | -49.5% | -0.8% | -48.8% | -49.6% |
| 3Y | -52.6% | +56.9% | -109.5% | -62.9% |
| 5Y | +5.2% | +39.5% | -34.3% | -11.7% |
| 10Y | +4,178.1% | +55.4% | +4,122.7% | +3,228.4% |
| All | +130.0% | +156.8% | -26.8% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling