+130.0%
CELH vs PRU
+180.5%
-50.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.8% |
| 7D | -7.0% | +1.9% | -8.9% | -7.3% |
| 30D | +5.2% | +2.7% | +2.5% | +4.6% |
| 3M | +10.5% | +19.5% | -9.0% | +7.0% |
| 6M | -32.7% | +26.6% | -59.4% | -35.6% |
| YTD | -33.0% | +12.3% | -45.3% | -34.6% |
| 1Y | -49.5% | +18.0% | -67.6% | -51.2% |
| 3Y | -52.6% | +47.0% | -99.7% | -56.1% |
| 5Y | +5.2% | +48.4% | -43.2% | -2.2% |
| 10Y | +4,178.1% | +142.4% | +4,035.7% | +3,532.8% |
| All | +130.0% | +180.5% | -50.6% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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