+912.2%
BX vs CELH
+218.9%
+693.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.5% | +2.8% | -3.4% |
| 7D | -5.7% | -11.7% | +6.0% | -5.3% |
| 30D | -8.9% | +1.6% | -10.5% | -9.0% |
| 3M | +8.4% | -2.0% | +10.3% | +8.3% |
| 6M | +18.9% | -36.2% | +55.1% | +20.4% |
| YTD | -13.6% | -39.6% | +25.9% | -12.5% |
| 1Y | -22.4% | -50.7% | +28.2% | -21.1% |
| 3Y | +26.0% | -58.9% | +84.9% | +27.7% |
| 5Y | +18.8% | -5.4% | +24.2% | +16.3% |
| 10Y | +668.7% | +3,848.6% | -3,179.8% | +590.8% |
| All | +912.2% | +218.9% | +693.3% | +843.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling