+5,732.9%
CELH vs PSLV
+109.5%
+5,623.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -11.2% | -3.5% | -7.8% | -10.3% |
| 30D | -1.4% | -2.1% | +0.7% | -1.0% |
| 3M | -4.2% | -1.6% | -2.5% | -4.1% |
| 6M | -40.5% | -25.5% | -15.0% | -36.4% |
| YTD | -40.5% | -11.4% | -29.1% | -42.5% |
| 1Y | -53.0% | +48.6% | -101.6% | -62.6% |
| 3Y | -59.1% | +166.9% | -225.9% | -74.4% |
| 5Y | -10.7% | +152.4% | -163.1% | -44.1% |
| 10Y | +3,788.6% | +187.8% | +3,600.8% | +2,146.3% |
| All | +5,732.9% | +109.5% | +5,623.4% | +3,559.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling