-58.4%
CELH vs PTC
-10.6%
-47.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.2% | -5.4% |
| 7D | -11.7% | -13.6% | +1.9% | -7.3% |
| 30D | +1.6% | -14.7% | +16.2% | +6.8% |
| 3M | -2.0% | -5.9% | +3.9% | -1.7% |
| 6M | -36.2% | -21.1% | -15.1% | -31.6% |
| YTD | -39.6% | -26.0% | -13.6% | -33.8% |
| 1Y | -50.7% | -36.8% | -13.9% | -41.9% |
| All | -58.4% | -10.6% | -47.9% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling