+45.6%
BMY vs CELH
-47.2%
+92.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.5% | +3.9% |
| 7D | +6.0% | +9.9% | -3.9% | +5.4% |
| 30D | +9.1% | +11.7% | -2.6% | +8.4% |
| 3M | -2.6% | +4.1% | -6.7% | -3.0% |
| 6M | +13.1% | -8.4% | +21.5% | +13.7% |
| YTD | +23.0% | -32.8% | +55.8% | +26.4% |
| 1Y | +45.6% | -48.4% | +93.9% | +51.5% |
| All | +45.6% | -47.2% | +92.7% | +51.5% |
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