+1,660.3%
PLTR vs CELH
+292.0%
+1,368.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -4.1% | -11.2% | +7.1% | -1.3% |
| 30D | -2.2% | -1.4% | -0.8% | -2.3% |
| 3M | +27.6% | -4.2% | +31.7% | +27.8% |
| 6M | +10.3% | -40.5% | +50.8% | +22.7% |
| YTD | -5.9% | -40.5% | +34.6% | +3.7% |
| 1Y | +1.7% | -53.0% | +54.8% | +17.5% |
| 3Y | +959.1% | -59.1% | +1,018.1% | +1,085.3% |
| 5Y | +536.3% | -10.7% | +547.0% | +385.6% |
| All | +1,660.3% | +292.0% | +1,368.3% | +1,464.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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