+7.1%
CELH vs PR
+433.6%
-426.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.7% |
| 7D | -7.0% | +2.9% | -9.9% | -7.6% |
| 30D | +5.2% | +18.0% | -12.9% | +1.2% |
| 3M | +10.5% | +16.9% | -6.4% | +5.9% |
| 6M | -32.7% | +28.2% | -60.9% | -37.4% |
| YTD | -33.0% | +69.3% | -102.3% | -42.1% |
| 1Y | -49.5% | +69.5% | -119.0% | -56.8% |
| 3Y | -52.6% | +81.7% | -134.3% | -61.6% |
| All | +7.1% | +433.6% | -426.5% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling