+3,650.7%
CELH vs B
+209.1%
+3,441.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.1% | -3.3% |
| 7D | -15.8% | -5.0% | -10.7% | -15.1% |
| 30D | -5.2% | +8.7% | -13.9% | -6.3% |
| 3M | -6.1% | +17.3% | -23.4% | -8.2% |
| 6M | -40.9% | -5.0% | -35.8% | -40.8% |
| YTD | -41.8% | +1.4% | -43.2% | -42.4% |
| 1Y | -52.6% | +50.5% | -103.1% | -56.0% |
| 3Y | -60.4% | +194.4% | -254.7% | -67.1% |
| 5Y | -12.6% | +156.7% | -169.3% | -27.5% |
| All | +3,650.7% | +209.1% | +3,441.6% | +2,943.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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