-59.1%
CELH vs PSKY
-18.9%
-40.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.0% |
| 7D | -11.2% | -2.4% | -8.8% | -11.0% |
| 30D | -1.4% | +11.6% | -13.0% | -2.6% |
| 3M | -4.2% | +1.5% | -5.7% | -4.3% |
| 6M | -40.5% | +7.7% | -48.2% | -41.1% |
| YTD | -40.5% | -20.1% | -20.4% | -39.3% |
| 1Y | -53.0% | -38.3% | -14.7% | -50.8% |
| 3Y | -59.1% | -17.7% | -41.3% | -59.6% |
| All | -59.1% | -18.9% | -40.1% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling