-21.9%
BA vs CELH
-5.2%
-16.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.0% |
| 7D | -1.7% | +10.8% | -12.5% | -3.1% |
| 30D | -9.5% | +16.1% | -25.6% | -11.3% |
| 3M | -26.5% | +19.5% | -46.0% | -28.5% |
| 6M | -27.4% | +2.8% | -30.2% | -28.5% |
| YTD | -20.6% | -27.4% | +6.8% | -18.5% |
| 1Y | -11.4% | -20.1% | +8.6% | -10.5% |
| 3Y | -10.8% | -42.9% | +32.1% | -10.5% |
| 5Y | -21.9% | -1.9% | -20.0% | -38.2% |
| All | -21.9% | -5.2% | -16.8% | -38.2% |
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