-55.4%
BSX vs CELH
-50.1%
-5.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +1.9% |
| 7D | +2.0% | -7.0% | +9.1% | +2.2% |
| 30D | +0.1% | +5.2% | -5.1% | 0.0% |
| 3M | -2.1% | +10.5% | -12.6% | -2.5% |
| 6M | -33.8% | -32.7% | -1.1% | -32.5% |
| YTD | -49.9% | -33.0% | -16.9% | -48.5% |
| 1Y | -55.4% | -49.5% | -5.9% | -54.4% |
| All | -55.4% | -50.1% | -5.3% | -54.4% |
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 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