+121.7%
CELH vs BAX
+35.2%
+86.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | -2.3% |
| 7D | -3.8% | -2.4% | -1.3% | -2.9% |
| 30D | +6.4% | -9.7% | +16.2% | +10.4% |
| 3M | +5.6% | +29.3% | -23.7% | -3.9% |
| 6M | -31.1% | +40.7% | -71.8% | -39.6% |
| YTD | -35.4% | +30.3% | -65.6% | -42.7% |
| 1Y | -46.9% | +3.4% | -50.3% | -49.0% |
| 3Y | -56.0% | -32.0% | -24.0% | -52.4% |
| 5Y | +1.2% | -66.9% | +68.1% | +43.3% |
| 10Y | +4,043.9% | -37.1% | +4,081.0% | +4,628.6% |
| All | +121.7% | +35.2% | +86.5% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling