-12.6%
CELH vs BAX
-67.5%
+54.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.4% |
| 7D | -15.8% | -5.4% | -10.3% | -14.3% |
| 30D | -5.2% | -12.4% | +7.2% | -1.3% |
| 3M | -6.1% | +19.1% | -25.2% | -11.0% |
| 6M | -40.9% | +38.6% | -79.5% | -46.7% |
| YTD | -41.8% | +26.7% | -68.5% | -47.0% |
| 1Y | -52.6% | +1.0% | -53.7% | -53.6% |
| 3Y | -60.4% | -33.9% | -26.5% | -56.3% |
| 5Y | -12.6% | -67.0% | +54.4% | +41.1% |
| All | -12.6% | -67.5% | +54.8% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling