-12.6%
CELH vs BAH
+1.2%
-13.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.8% | -8.5% | -4.6% |
| 7D | -15.8% | +2.4% | -18.2% | -16.2% |
| 30D | -5.2% | -2.9% | -2.2% | -4.7% |
| 3M | -6.1% | -1.3% | -4.8% | -6.3% |
| 6M | -40.9% | -0.9% | -40.0% | -41.3% |
| YTD | -41.8% | -8.2% | -33.5% | -41.6% |
| 1Y | -52.6% | -24.0% | -28.7% | -50.6% |
| 3Y | -60.4% | -28.1% | -32.3% | -61.0% |
| 5Y | -12.6% | +2.5% | -15.1% | -25.0% |
| All | -12.6% | +1.2% | -13.9% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling