-59.1%
CELH vs BBY
+42.8%
-101.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.2% |
| 7D | -11.2% | +0.6% | -11.8% | -11.4% |
| 30D | -1.4% | +9.4% | -10.8% | -4.3% |
| 3M | -4.2% | +19.3% | -23.5% | -8.8% |
| 6M | -40.5% | +47.9% | -88.4% | -46.7% |
| YTD | -40.5% | +39.6% | -80.1% | -46.2% |
| 1Y | -53.0% | +22.2% | -75.2% | -55.8% |
| 3Y | -59.1% | +45.0% | -104.0% | -61.3% |
| All | -59.1% | +42.8% | -101.8% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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