+156.8%
BITO vs CELH
-60.2%
+217.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | -3.4% | -11.2% | +7.8% | -2.0% |
| 30D | +21.4% | -1.4% | +22.9% | +21.6% |
| 3M | +20.5% | -4.2% | +24.7% | +20.4% |
| 6M | +7.4% | -40.5% | +47.8% | +13.4% |
| YTD | -13.9% | -40.5% | +26.6% | -9.4% |
| 1Y | -35.1% | -53.0% | +17.9% | -30.1% |
| 3Y | +156.8% | -59.1% | +215.9% | +189.3% |
| All | +156.8% | -60.2% | +217.0% | +189.3% |
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