+18.4%
BX vs CELH
-10.8%
+29.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.0% |
| 7D | -5.6% | -11.2% | +5.6% | -3.4% |
| 30D | -12.2% | -1.4% | -10.8% | -12.1% |
| 3M | +7.4% | -4.2% | +11.6% | +7.1% |
| 6M | +22.2% | -40.5% | +62.6% | +33.1% |
| YTD | -14.0% | -40.5% | +26.5% | -7.1% |
| 1Y | -27.3% | -53.0% | +25.7% | -18.7% |
| 3Y | +24.5% | -59.1% | +83.6% | +34.4% |
| All | +18.4% | -10.8% | +29.3% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling