-6.1%
CELH vs BBY
+1.5%
-7.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +0.9% |
| 7D | -11.2% | +0.6% | -11.8% | -11.4% |
| 30D | -1.4% | +9.4% | -10.8% | -5.2% |
| 3M | -4.2% | +19.3% | -23.5% | -10.5% |
| 6M | -40.5% | +47.9% | -88.4% | -49.3% |
| YTD | -40.5% | +39.6% | -80.1% | -48.6% |
| 1Y | -53.0% | +22.2% | -75.2% | -57.1% |
| 3Y | -59.1% | +45.0% | -104.0% | -68.0% |
| All | -6.1% | +1.5% | -7.6% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling