+3,733.8%
CELH vs BAH
+207.9%
+3,525.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -11.2% | +4.3% | -15.5% | -12.3% |
| 30D | -1.4% | -2.5% | +1.0% | -1.0% |
| 3M | -4.2% | -0.9% | -3.2% | -4.6% |
| 6M | -40.5% | +1.5% | -41.9% | -41.5% |
| YTD | -40.5% | -8.0% | -32.5% | -40.4% |
| 1Y | -53.0% | -24.7% | -28.3% | -50.1% |
| 3Y | -59.1% | -28.4% | -30.7% | -58.3% |
| 5Y | -10.7% | +2.8% | -13.5% | -22.1% |
| All | +3,733.8% | +207.9% | +3,525.9% | +2,728.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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