-58.4%
CELH vs PWR
+203.1%
-261.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.9% | -4.6% | -6.0% |
| 7D | -11.7% | +2.7% | -14.3% | -12.3% |
| 30D | +1.6% | -5.1% | +6.7% | +2.7% |
| 3M | -2.0% | -9.4% | +7.4% | -0.5% |
| 6M | -36.2% | +10.4% | -46.6% | -40.3% |
| YTD | -39.6% | +48.6% | -88.2% | -49.5% |
| 1Y | -50.7% | +68.0% | -118.7% | -60.5% |
| All | -58.4% | +203.1% | -261.5% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling