+99.7%
CELH vs BG
+158.1%
-58.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.5% | -3.9% |
| 7D | -15.8% | +3.7% | -19.5% | -16.9% |
| 30D | -5.2% | +12.3% | -17.5% | -9.1% |
| 3M | -6.1% | -2.2% | -3.9% | -6.5% |
| 6M | -40.9% | +5.3% | -46.2% | -43.1% |
| YTD | -41.8% | +42.4% | -84.2% | -49.8% |
| 1Y | -52.6% | +55.2% | -107.8% | -60.5% |
| 3Y | -60.4% | +21.0% | -81.3% | -64.9% |
| 5Y | -12.6% | +87.1% | -99.8% | -35.3% |
| 10Y | +3,704.3% | +169.8% | +3,534.4% | +2,264.3% |
| All | +99.7% | +158.1% | -58.3% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling