+1,962.1%
CELH vs BBIO
+136.7%
+1,825.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -11.2% | -3.2% | -8.0% | -10.7% |
| 30D | -1.4% | -13.6% | +12.1% | +1.2% |
| 3M | -4.2% | +7.2% | -11.4% | -5.9% |
| 6M | -40.5% | +1.5% | -41.9% | -41.1% |
| YTD | -40.5% | -5.3% | -35.2% | -40.8% |
| 1Y | -53.0% | +37.7% | -90.7% | -56.7% |
| 3Y | -59.1% | +153.9% | -213.0% | -67.9% |
| 5Y | -10.7% | +43.9% | -54.6% | -43.4% |
| All | +1,962.1% | +136.7% | +1,825.5% | +1,024.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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