+405.5%
BMY vs CELH
+245.5%
+160.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.3% |
| 7D | -4.8% | -11.7% | +6.9% | -4.6% |
| 30D | -0.7% | +1.6% | -2.2% | -0.7% |
| 3M | +15.3% | -2.0% | +17.3% | +15.3% |
| 6M | +8.5% | -36.2% | +44.7% | +9.1% |
| YTD | +23.4% | -39.6% | +63.0% | +24.1% |
| 1Y | +42.9% | -50.7% | +93.6% | +43.9% |
| 3Y | +22.0% | -58.9% | +80.8% | +22.5% |
| 5Y | +24.3% | -5.4% | +29.7% | +22.8% |
| 10Y | +64.6% | +3,848.6% | -3,784.0% | +54.1% |
| All | +405.5% | +245.5% | +160.0% | +325.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling