-19.0%
PYPL vs CELH
-50.1%
+31.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -3.0% |
| 7D | +2.4% | -7.0% | +9.5% | +3.1% |
| 30D | -5.1% | +5.2% | -10.3% | -5.7% |
| 3M | +28.6% | +10.5% | +18.1% | +26.8% |
| 6M | +17.9% | -32.7% | +50.7% | +23.5% |
| YTD | -5.3% | -33.0% | +27.7% | -1.4% |
| 1Y | -19.0% | -49.5% | +30.5% | -10.7% |
| All | -19.0% | -50.1% | +31.1% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling