-59.9%
CELH vs BB
+62.2%
-122.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -0.9% | -3.4% |
| 7D | -15.8% | -2.1% | -13.7% | -15.6% |
| 30D | -5.2% | -16.0% | +10.8% | -3.5% |
| 3M | -6.1% | -14.5% | +8.4% | -5.5% |
| 6M | -40.9% | +118.6% | -159.4% | -48.8% |
| YTD | -41.8% | +98.9% | -140.7% | -48.9% |
| 1Y | -52.6% | +99.5% | -152.1% | -58.5% |
| All | -59.9% | +62.2% | -122.1% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling