+120.2%
BKR vs CELH
+3,788.6%
-3,668.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.7% |
| 7D | -7.0% | -11.2% | +4.2% | -6.3% |
| 30D | -8.1% | -1.4% | -6.7% | -8.1% |
| 3M | -6.6% | -4.2% | -2.5% | -6.9% |
| 6M | +0.9% | -40.5% | +41.3% | +3.6% |
| YTD | +31.1% | -40.5% | +71.6% | +34.4% |
| 1Y | +27.7% | -53.0% | +80.7% | +32.4% |
| 3Y | +71.2% | -59.1% | +130.3% | +75.1% |
| 5Y | +177.6% | -10.7% | +188.3% | +160.4% |
| All | +120.2% | +3,788.6% | -3,668.4% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling