+3,650.7%
CELH vs PTC
+200.2%
+3,450.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.5% | -3.6% |
| 7D | -15.8% | -14.2% | -1.5% | -8.9% |
| 30D | -5.2% | -14.4% | +9.2% | +2.4% |
| 3M | -6.1% | -4.7% | -1.4% | -5.9% |
| 6M | -40.9% | -19.3% | -21.6% | -35.5% |
| YTD | -41.8% | -26.1% | -15.7% | -34.0% |
| 1Y | -52.6% | -37.1% | -15.6% | -40.8% |
| 3Y | -60.4% | -10.4% | -50.0% | -61.0% |
| 5Y | -12.6% | +2.5% | -15.1% | -19.2% |
| All | +3,650.7% | +200.2% | +3,450.5% | +2,556.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling