-8.5%
BX vs CELH
-47.2%
+38.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.7% | +6.1% |
| 7D | +8.3% | +9.9% | -1.6% | +7.6% |
| 30D | +13.5% | +11.7% | +1.8% | +12.7% |
| 3M | -7.6% | +4.1% | -11.7% | -8.3% |
| 6M | +4.0% | -8.4% | +12.4% | +3.4% |
| YTD | -15.2% | -32.8% | +17.6% | -16.1% |
| 1Y | -8.5% | -48.4% | +39.9% | -8.5% |
| All | -8.5% | -47.2% | +38.7% | -8.5% |
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