-12.6%
CELH vs PWR
+440.5%
-453.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | -6.1% | -4.9% | -1.2% | -6.3% |
| 6M | -40.9% | +9.7% | -50.6% | -46.7% |
| YTD | -41.8% | +46.7% | -88.5% | -55.8% |
| 1Y | -52.6% | +58.7% | -111.3% | -65.7% |
| 3Y | -60.4% | +200.7% | -261.1% | -82.9% |
| 5Y | -12.6% | +438.6% | -451.2% | -78.3% |
| All | -12.6% | +440.5% | -453.1% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling