+121.7%
CELH vs BB
-81.0%
+202.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -3.8% |
| 7D | -3.8% | +0.5% | -4.3% | -3.9% |
| 30D | +6.4% | -12.4% | +18.8% | +7.7% |
| 3M | +5.6% | -15.3% | +20.9% | +6.5% |
| 6M | -31.1% | +128.8% | -159.9% | -38.6% |
| YTD | -35.4% | +107.7% | -143.0% | -41.8% |
| 1Y | -46.9% | +103.9% | -150.8% | -52.2% |
| 3Y | -56.0% | +72.6% | -128.6% | -61.1% |
| 5Y | +1.2% | -24.3% | +25.5% | -4.6% |
| 10Y | +4,043.9% | +3.1% | +4,040.8% | +3,626.7% |
| All | +121.7% | -81.0% | +202.7% | +189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling