+977.1%
BE vs CELH
+1,742.7%
-765.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -1.4% |
| 7D | +23.9% | -11.7% | +35.6% | +27.3% |
| 30D | +27.8% | +1.6% | +26.3% | +26.8% |
| 3M | +3.7% | -2.0% | +5.7% | +1.7% |
| 6M | +78.0% | -36.2% | +114.1% | +91.9% |
| YTD | +209.9% | -39.6% | +249.5% | +236.8% |
| 1Y | +389.6% | -50.7% | +440.3% | +452.5% |
| 3Y | +1,730.6% | -58.9% | +1,789.5% | +1,901.8% |
| 5Y | +1,227.8% | -5.4% | +1,233.2% | +955.0% |
| All | +977.1% | +1,742.7% | -765.5% | +393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling