+99.7%
CELH vs BBY
+222.7%
-123.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.7% | -3.7% |
| 7D | -15.8% | +0.7% | -16.4% | -15.9% |
| 30D | -5.2% | +5.8% | -11.0% | -6.2% |
| 3M | -6.1% | +18.0% | -24.1% | -8.9% |
| 6M | -40.9% | +39.8% | -80.7% | -44.5% |
| YTD | -41.8% | +35.4% | -77.2% | -45.3% |
| 1Y | -52.6% | +21.4% | -74.0% | -54.5% |
| 3Y | -60.4% | +39.5% | -99.9% | -63.5% |
| 5Y | -12.6% | -0.5% | -12.2% | -15.7% |
| 10Y | +3,704.3% | +240.0% | +3,464.3% | +3,226.2% |
| All | +99.7% | +222.7% | -123.0% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling