-59.1%
CELH vs BG
+18.0%
-77.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +4.0% | +2.3% |
| 7D | -11.2% | +3.1% | -14.3% | -11.3% |
| 30D | -1.4% | +10.2% | -11.7% | -2.0% |
| 3M | -4.2% | -1.7% | -2.5% | -3.6% |
| 6M | -40.5% | +1.0% | -41.4% | -40.5% |
| YTD | -40.5% | +39.9% | -80.4% | -44.2% |
| 1Y | -53.0% | +53.2% | -106.2% | -56.6% |
| 3Y | -59.1% | +16.3% | -75.3% | -60.1% |
| All | -59.1% | +18.0% | -77.0% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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