+147.8%
CELH vs B
+89.2%
+58.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | +7.4% | -2.7% | +10.1% | +8.1% |
| 30D | +16.4% | -4.3% | +20.7% | +17.3% |
| 3M | +17.6% | -2.3% | +19.9% | +17.9% |
| 6M | +7.8% | -16.2% | +24.1% | +11.1% |
| YTD | -27.8% | -8.8% | -18.9% | -27.7% |
| 1Y | -24.4% | +11.4% | -35.8% | -27.9% |
| 3Y | -42.5% | +174.3% | -216.8% | -56.6% |
| 5Y | +1.4% | +116.2% | -114.7% | -21.1% |
| 10Y | +4,553.5% | +222.7% | +4,330.8% | +2,950.3% |
| All | +147.8% | +89.2% | +58.6% | +64.0% |
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