-59.1%
CELH vs PSX
+133.1%
-192.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | -11.2% | +1.7% | -12.9% | -11.5% |
| 30D | -1.4% | +15.6% | -17.1% | -3.8% |
| 3M | -4.2% | +46.5% | -50.6% | -10.3% |
| 6M | -40.5% | +55.0% | -95.5% | -45.2% |
| YTD | -40.5% | +105.3% | -145.8% | -49.4% |
| 1Y | -53.0% | +101.6% | -154.6% | -60.0% |
| 3Y | -59.1% | +134.1% | -193.2% | -68.5% |
| All | -59.1% | +133.1% | -192.1% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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