+531.1%
PLTR vs CELH
-9.3%
+540.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.1% |
| 7D | -9.1% | -15.8% | +6.6% | -4.4% |
| 30D | -5.2% | -5.2% | 0.0% | -4.1% |
| 3M | +27.4% | -6.1% | +33.5% | +28.3% |
| 6M | +9.7% | -40.9% | +50.6% | +25.3% |
| YTD | -6.7% | -41.8% | +35.1% | +5.8% |
| 1Y | -0.5% | -52.6% | +52.1% | +18.2% |
| 3Y | +996.2% | -60.4% | +1,056.6% | +1,168.4% |
| 5Y | +531.1% | -12.6% | +543.8% | +299.1% |
| All | +531.1% | -9.3% | +540.5% | +299.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling