+20.5%
BMY vs CELH
-60.2%
+80.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.3% |
| 7D | -4.8% | -11.2% | +6.5% | -4.4% |
| 30D | -0.1% | -1.4% | +1.4% | 0.0% |
| 3M | +13.1% | -4.2% | +17.3% | +13.0% |
| 6M | +8.4% | -40.5% | +48.9% | +10.0% |
| YTD | +22.0% | -40.5% | +62.5% | +23.7% |
| 1Y | +40.3% | -53.0% | +93.3% | +42.7% |
| 3Y | +20.5% | -59.1% | +79.6% | +19.3% |
| All | +20.5% | -60.2% | +80.7% | +19.3% |
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