+136.5%
BAC vs CELH
-60.2%
+196.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.1% |
| 7D | 0.0% | -11.2% | +11.2% | +0.6% |
| 30D | -2.8% | -1.4% | -1.3% | -2.8% |
| 3M | +14.2% | -4.2% | +18.4% | +14.1% |
| 6M | +30.5% | -40.5% | +71.0% | +33.8% |
| YTD | +15.8% | -40.5% | +56.3% | +18.5% |
| 1Y | +26.2% | -53.0% | +79.2% | +30.2% |
| 3Y | +136.5% | -59.1% | +195.6% | +147.2% |
| All | +136.5% | -60.2% | +196.7% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling