+130.0%
CELH vs PTC
+705.8%
-575.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.0% | +3.0% | -0.7% |
| 7D | -7.0% | -10.3% | +3.2% | -3.1% |
| 30D | +5.2% | +1.1% | +4.0% | +3.8% |
| 3M | +10.5% | +1.6% | +8.9% | +8.1% |
| 6M | -32.7% | -13.5% | -19.3% | -30.1% |
| YTD | -33.0% | -19.1% | -13.9% | -28.9% |
| 1Y | -49.5% | -33.9% | -15.7% | -41.6% |
| 3Y | -52.6% | -3.9% | -48.7% | -53.8% |
| 5Y | +5.2% | +6.0% | -0.8% | +0.4% |
| 10Y | +4,178.1% | +223.7% | +3,954.4% | +2,724.5% |
| All | +130.0% | +705.8% | -575.9% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling