+4,242.0%
CELH vs PR
+86.0%
+4,156.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.6% |
| 7D | +0.8% | +6.0% | -5.2% | +0.3% |
| 30D | +19.3% | -4.2% | +23.5% | +19.6% |
| 3M | +12.6% | +10.0% | +2.7% | +11.5% |
| 6M | +16.4% | +15.6% | +0.8% | +14.3% |
| YTD | -29.1% | +68.2% | -97.3% | -32.9% |
| 1Y | -26.3% | +79.2% | -105.5% | -30.7% |
| 3Y | -40.1% | +94.9% | -135.0% | -44.7% |
| 5Y | +16.7% | +272.8% | -256.1% | +1.1% |
| All | +4,242.0% | +86.0% | +4,156.0% | +3,519.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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