+182.3%
BA vs CELH
+313.0%
-130.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.6% |
| 7D | -1.4% | +7.4% | -8.8% | -1.6% |
| 30D | -7.9% | +16.4% | -24.3% | -8.3% |
| 3M | -25.2% | +17.6% | -42.8% | -25.6% |
| 6M | -26.7% | +7.8% | -34.6% | -27.1% |
| YTD | -19.6% | -27.8% | +8.2% | -19.1% |
| 1Y | -10.6% | -24.4% | +13.9% | -10.2% |
| 3Y | -11.2% | -42.5% | +31.3% | -11.1% |
| 5Y | -20.4% | +1.4% | -21.9% | -22.3% |
| 10Y | +26.8% | +4,553.5% | -4,526.8% | +14.3% |
| All | +182.3% | +313.0% | -130.7% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling