+180.4%
BA vs CELH
+310.0%
-129.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | 0.0% | +9.4% | -9.4% | -0.2% |
| 30D | -8.9% | +14.8% | -23.7% | -9.3% |
| 3M | -25.5% | +20.5% | -46.1% | -26.0% |
| 6M | -27.0% | +1.6% | -28.5% | -27.2% |
| YTD | -20.1% | -28.3% | +8.1% | -19.7% |
| 1Y | -11.0% | -26.4% | +15.4% | -10.6% |
| 3Y | -11.8% | -43.0% | +31.1% | -11.7% |
| 5Y | -20.6% | +4.8% | -25.5% | -22.6% |
| 10Y | +26.6% | +4,820.0% | -4,793.4% | +14.1% |
| All | +180.4% | +310.0% | -129.6% | +116.5% |
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