+99.7%
CELH vs BDX
+336.8%
-237.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.0% |
| 7D | -15.8% | -5.4% | -10.3% | -14.1% |
| 30D | -5.2% | -2.2% | -3.0% | -4.4% |
| 3M | -6.1% | +20.1% | -26.2% | -12.4% |
| 6M | -40.9% | +9.1% | -49.9% | -42.9% |
| YTD | -41.8% | +17.9% | -59.7% | -45.6% |
| 1Y | -52.6% | +22.1% | -74.7% | -56.3% |
| 3Y | -60.4% | -10.5% | -49.8% | -59.9% |
| 5Y | -12.6% | -2.6% | -10.0% | -14.0% |
| 10Y | +3,704.3% | +57.5% | +3,646.8% | +3,127.4% |
| All | +99.7% | +336.8% | -237.0% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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