+139.2%
CELH vs B
+83.3%
+55.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.8% |
| 7D | +6.2% | -6.2% | +12.4% | +7.7% |
| 30D | +14.2% | -6.6% | +20.8% | +15.7% |
| 3M | +15.5% | -7.9% | +23.3% | +17.3% |
| 6M | +7.7% | -16.8% | +24.5% | +11.2% |
| YTD | -30.3% | -11.7% | -18.6% | -29.7% |
| 1Y | -29.0% | +3.5% | -32.5% | -31.1% |
| 3Y | -44.5% | +165.7% | -210.3% | -57.8% |
| 5Y | +14.8% | +108.4% | -93.6% | -10.0% |
| 10Y | +4,391.5% | +212.7% | +4,178.9% | +2,865.4% |
| All | +139.2% | +83.3% | +55.9% | +59.4% |
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