-40.1%
CELH vs BAH
-26.8%
-13.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | +0.8% | +1.7% | -0.9% | +0.6% |
| 30D | +19.3% | +20.8% | -1.5% | +16.2% |
| 3M | +12.6% | +11.6% | +1.1% | +10.7% |
| 6M | +16.4% | +23.1% | -6.7% | +12.1% |
| YTD | -29.1% | +5.3% | -34.4% | -30.4% |
| 1Y | -26.3% | +6.1% | -32.5% | -27.8% |
| 3Y | -40.1% | -27.5% | -12.6% | -41.3% |
| All | -40.1% | -26.8% | -13.3% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling