+661.1%
BX vs CELH
+3,788.6%
-3,127.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.2% |
| 7D | -5.6% | -11.2% | +5.6% | -4.0% |
| 30D | -12.2% | -1.4% | -10.8% | -12.1% |
| 3M | +7.4% | -4.2% | +11.6% | +7.2% |
| 6M | +22.2% | -40.5% | +62.6% | +29.8% |
| YTD | -14.0% | -40.5% | +26.5% | -9.1% |
| 1Y | -27.3% | -53.0% | +25.7% | -21.3% |
| 3Y | +24.5% | -59.1% | +83.6% | +31.3% |
| 5Y | +18.9% | -10.7% | +29.6% | +4.6% |
| All | +661.1% | +3,788.6% | -3,127.5% | +339.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling