+130.0%
CELH vs B
+116.8%
+13.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.5% |
| 7D | -7.0% | -1.6% | -5.4% | -6.7% |
| 30D | +5.2% | +9.4% | -4.3% | +3.2% |
| 3M | +10.5% | +5.0% | +5.5% | +8.9% |
| 6M | -32.7% | -3.5% | -29.2% | -33.0% |
| YTD | -33.0% | +4.5% | -37.4% | -34.7% |
| 1Y | -49.5% | +67.8% | -117.3% | -56.4% |
| 3Y | -52.6% | +196.7% | -249.3% | -64.8% |
| 5Y | +5.2% | +151.9% | -146.7% | -21.0% |
| 10Y | +4,178.1% | +202.2% | +3,976.0% | +2,746.1% |
| All | +130.0% | +116.8% | +13.2% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling