-15.6%
CELH vs BAM
+80.8%
-96.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.7% |
| 7D | +6.2% | -2.0% | +8.2% | +7.0% |
| 30D | +14.2% | +13.7% | +0.5% | +9.2% |
| 3M | +15.5% | -4.8% | +20.2% | +17.2% |
| 6M | +7.7% | +7.6% | +0.1% | +4.3% |
| YTD | -30.3% | +1.2% | -31.4% | -31.5% |
| 1Y | -29.0% | -2.3% | -26.7% | -29.4% |
| 3Y | -44.5% | +84.1% | -128.6% | -57.2% |
| All | -15.6% | +80.8% | -96.4% | -35.1% |
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