+97.9%
BAC vs CELH
-43.7%
+141.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | +3.2% | +0.8% | +2.4% | +3.2% |
| 30D | -0.7% | +19.3% | -20.0% | -1.5% |
| 3M | -20.0% | +12.6% | -32.6% | -20.5% |
| 6M | +3.4% | +16.4% | -12.9% | +2.3% |
| YTD | -5.7% | -29.1% | +23.4% | -4.7% |
| 1Y | -1.4% | -26.3% | +24.9% | -0.6% |
| 3Y | +97.9% | -40.1% | +138.0% | +100.7% |
| All | +97.9% | -43.7% | +141.6% | +100.7% |
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