+309.8%
BE vs CELH
-52.9%
+362.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.2% | +4.5% | +6.5% |
| 7D | +9.0% | -11.2% | +20.3% | +10.2% |
| 30D | +16.3% | -1.4% | +17.7% | +16.2% |
| 3M | +10.8% | -4.2% | +15.0% | +10.5% |
| 6M | +73.2% | -40.5% | +113.7% | +94.1% |
| YTD | +217.4% | -40.5% | +257.8% | +253.3% |
| 1Y | +309.8% | -53.0% | +362.8% | +395.8% |
| All | +309.8% | -52.9% | +362.7% | +395.8% |
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