-12.6%
CELH vs BBWI
-69.5%
+56.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.1% |
| 7D | -15.8% | -8.0% | -7.7% | -13.1% |
| 30D | -5.2% | -6.6% | +1.4% | -3.4% |
| 3M | -6.1% | -2.7% | -3.4% | -6.0% |
| 6M | -40.9% | -12.8% | -28.1% | -39.2% |
| YTD | -41.8% | -10.5% | -31.3% | -41.4% |
| 1Y | -52.6% | -35.3% | -17.3% | -46.8% |
| 3Y | -60.4% | -47.7% | -12.6% | -56.4% |
| 5Y | -12.6% | -68.9% | +56.2% | +61.5% |
| All | -12.6% | -69.5% | +56.8% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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