+71.2%
BKR vs CELH
-60.2%
+131.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.6% |
| 7D | -7.0% | -11.2% | +4.2% | -6.7% |
| 30D | -8.1% | -1.4% | -6.7% | -8.1% |
| 3M | -6.6% | -4.2% | -2.5% | -6.8% |
| 6M | +0.9% | -40.5% | +41.3% | +3.0% |
| YTD | +31.1% | -40.5% | +71.6% | +33.7% |
| 1Y | +27.7% | -53.0% | +80.7% | +31.5% |
| 3Y | +71.2% | -59.1% | +130.3% | +77.6% |
| All | +71.2% | -60.2% | +131.4% | +77.6% |
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