+3,650.7%
CELH vs PWR
+2,415.0%
+1,235.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.3% | -3.1% |
| 7D | -15.8% | -0.2% | -15.5% | -15.7% |
| 30D | -5.2% | -7.7% | +2.5% | -2.4% |
| 3M | -6.1% | -4.9% | -1.2% | -6.2% |
| 6M | -40.9% | +9.7% | -50.6% | -46.0% |
| YTD | -41.8% | +46.7% | -88.5% | -54.2% |
| 1Y | -52.6% | +58.7% | -111.3% | -64.2% |
| 3Y | -60.4% | +200.7% | -261.1% | -79.7% |
| 5Y | -12.6% | +438.6% | -451.2% | -67.0% |
| All | +3,650.7% | +2,415.0% | +1,235.7% | +823.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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