+1,611.9%
BE vs CELH
-61.1%
+1,672.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.4% | -3.6% |
| 7D | +9.7% | -15.8% | +25.5% | +11.8% |
| 30D | +22.4% | -5.2% | +27.6% | +22.8% |
| 3M | +10.4% | -6.1% | +16.5% | +10.0% |
| 6M | +67.9% | -40.9% | +108.7% | +78.6% |
| YTD | +197.5% | -41.8% | +239.3% | +216.3% |
| 1Y | +310.6% | -52.6% | +363.2% | +346.6% |
| All | +1,611.9% | -61.1% | +1,672.9% | +1,740.8% |
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 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