-21.8%
CELH vs BAM
+71.9%
-93.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.4% |
| 7D | -3.8% | -1.6% | -2.2% | -3.2% |
| 30D | +6.4% | -6.0% | +12.4% | +8.6% |
| 3M | +5.6% | +7.3% | -1.8% | +2.6% |
| 6M | -31.1% | +8.2% | -39.3% | -33.4% |
| YTD | -35.4% | -3.8% | -31.5% | -35.4% |
| 1Y | -46.9% | -10.7% | -36.1% | -45.5% |
| 3Y | -56.0% | +55.3% | -111.4% | -64.5% |
| All | -21.8% | +71.9% | -93.7% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling