-6.1%
CELH vs PSLV
+154.2%
-160.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | -11.2% | -3.5% | -7.8% | -10.7% |
| 30D | -1.4% | -2.1% | +0.7% | -1.2% |
| 3M | -4.2% | -1.6% | -2.5% | -4.1% |
| 6M | -40.5% | -25.5% | -15.0% | -38.3% |
| YTD | -40.5% | -11.4% | -29.1% | -42.2% |
| 1Y | -53.0% | +48.6% | -101.6% | -60.0% |
| 3Y | -59.1% | +166.9% | -225.9% | -70.6% |
| All | -6.1% | +154.2% | -160.3% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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