+360.5%
BE vs CELH
-50.1%
+410.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.0% | +10.4% | +7.7% |
| 7D | +20.0% | -7.0% | +27.0% | +20.9% |
| 30D | +7.9% | +5.2% | +2.7% | +7.4% |
| 3M | -13.2% | +10.5% | -23.7% | -15.1% |
| 6M | +53.5% | -32.7% | +86.2% | +71.1% |
| YTD | +191.0% | -33.0% | +224.0% | +222.3% |
| 1Y | +360.5% | -49.5% | +410.1% | +459.0% |
| All | +360.5% | -50.1% | +410.6% | +459.0% |
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