+973.7%
PLTR vs CELH
-59.6%
+1,033.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.8% |
| 7D | 0.0% | -11.7% | +11.7% | +2.4% |
| 30D | -3.3% | +1.6% | -4.8% | -3.9% |
| 3M | +28.4% | -2.0% | +30.3% | +27.9% |
| 6M | +8.4% | -36.2% | +44.6% | +14.8% |
| YTD | -4.6% | -39.6% | +34.9% | +1.3% |
| 1Y | +4.4% | -50.7% | +55.1% | +13.9% |
| All | +973.7% | -59.6% | +1,033.2% | +1,178.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling