+3,733.8%
CELH vs BAX
-38.1%
+3,771.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.8% |
| 7D | -11.2% | -7.9% | -3.4% | -8.5% |
| 30D | -1.4% | -11.7% | +10.2% | +3.1% |
| 3M | -4.2% | +16.2% | -20.4% | -9.5% |
| 6M | -40.5% | +32.0% | -72.4% | -46.7% |
| YTD | -40.5% | +24.7% | -65.2% | -46.6% |
| 1Y | -53.0% | -2.6% | -50.4% | -53.8% |
| 3Y | -59.1% | -35.0% | -24.1% | -54.5% |
| 5Y | -10.7% | -67.6% | +56.9% | +36.2% |
| All | +3,733.8% | -38.1% | +3,771.9% | +5,867.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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