-29.5%
CELH vs BAM
+66.1%
-95.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.3% |
| 7D | -15.8% | -6.1% | -9.7% | -13.9% |
| 30D | -5.2% | -13.8% | +8.6% | -0.3% |
| 3M | -6.1% | +4.4% | -10.5% | -7.8% |
| 6M | -40.9% | +6.4% | -47.3% | -42.5% |
| YTD | -41.8% | -7.1% | -34.7% | -41.1% |
| 1Y | -52.6% | -11.8% | -40.8% | -51.2% |
| 3Y | -60.4% | +50.2% | -110.5% | -67.6% |
| All | -29.5% | +66.1% | -95.7% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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