+3,733.8%
CELH vs BHP
+496.8%
+3,237.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -11.2% | -3.6% | -7.6% | -9.8% |
| 30D | -1.4% | -1.2% | -0.3% | -1.0% |
| 3M | -4.2% | +1.2% | -5.4% | -4.7% |
| 6M | -40.5% | +21.4% | -61.9% | -46.2% |
| YTD | -40.5% | +50.4% | -90.9% | -51.6% |
| 1Y | -53.0% | +67.5% | -120.5% | -63.7% |
| 3Y | -59.1% | +72.8% | -131.9% | -69.2% |
| 5Y | -10.7% | +112.6% | -123.3% | -40.2% |
| All | +3,733.8% | +496.8% | +3,237.0% | +1,838.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling