+1,003.0%
BE vs CELH
+1,714.7%
-711.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.2% | +4.5% | +6.2% |
| 7D | +9.0% | -11.2% | +20.3% | +12.0% |
| 30D | +16.3% | -1.4% | +17.7% | +16.2% |
| 3M | +10.8% | -4.2% | +15.0% | +9.3% |
| 6M | +73.2% | -40.5% | +113.7% | +90.0% |
| YTD | +217.4% | -40.5% | +257.8% | +246.2% |
| 1Y | +309.8% | -53.0% | +362.8% | +367.8% |
| 3Y | +1,726.2% | -59.1% | +1,785.2% | +1,898.9% |
| 5Y | +1,306.2% | -10.7% | +1,316.9% | +1,031.4% |
| All | +1,003.0% | +1,714.7% | -711.7% | +406.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling