+26.2%
BAC vs CELH
-52.9%
+79.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.1% |
| 7D | 0.0% | -11.2% | +11.2% | +0.4% |
| 30D | -2.8% | -1.4% | -1.3% | -2.7% |
| 3M | +14.2% | -4.2% | +18.4% | +14.3% |
| 6M | +30.5% | -40.5% | +71.0% | +32.9% |
| YTD | +15.8% | -40.5% | +56.3% | +17.5% |
| 1Y | +26.2% | -53.0% | +79.2% | +27.5% |
| All | +26.2% | -52.9% | +79.1% | +27.5% |
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 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