+24.5%
BX vs CELH
-60.2%
+84.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.2% |
| 7D | -5.6% | -11.2% | +5.6% | -4.5% |
| 30D | -12.2% | -1.4% | -10.8% | -12.1% |
| 3M | +7.4% | -4.2% | +11.6% | +7.3% |
| 6M | +22.2% | -40.5% | +62.6% | +27.4% |
| YTD | -14.0% | -40.5% | +26.5% | -10.7% |
| 1Y | -27.3% | -53.0% | +25.7% | -23.1% |
| 3Y | +24.5% | -59.1% | +83.6% | +31.1% |
| All | +24.5% | -60.2% | +84.8% | +31.1% |
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