-0.7%
BKR vs CELH
-49.4%
+48.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.3% | -5.1% | -7.5% |
| 7D | -15.2% | +6.7% | -21.9% | -15.0% |
| 30D | -19.1% | +10.1% | -29.2% | -18.8% |
| 3M | -24.8% | +3.1% | -27.9% | -24.5% |
| 6M | -31.6% | -10.4% | -21.2% | -31.1% |
| YTD | +2.5% | -34.3% | +36.9% | +4.0% |
| 1Y | -0.7% | -49.9% | +49.1% | +1.3% |
| All | -0.7% | -49.4% | +48.7% | +1.3% |
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 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