-18.9%
CELH vs BAM
+78.0%
-96.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | -7.0% | -2.0% | -5.1% | -6.4% |
| 30D | +5.2% | -2.9% | +8.1% | +6.0% |
| 3M | +10.5% | +9.4% | +1.1% | +6.7% |
| 6M | -32.7% | +10.8% | -43.5% | -35.5% |
| YTD | -33.0% | -0.4% | -32.5% | -33.8% |
| 1Y | -49.5% | -10.9% | -38.7% | -48.1% |
| 3Y | -52.6% | +61.3% | -113.9% | -62.2% |
| All | -18.9% | +78.0% | -96.8% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling