-48.4%
CELH vs BIYA
-98.4%
+50.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.8% | +2.5% |
| 7D | +9.9% | -4.0% | +13.9% | +9.8% |
| 30D | +11.7% | -15.0% | +26.7% | +11.9% |
| 3M | +4.1% | -58.1% | +62.2% | +3.0% |
| 6M | -8.4% | -90.0% | +81.6% | -11.0% |
| YTD | -32.8% | -96.9% | +64.2% | -38.2% |
| 1Y | -48.4% | -98.2% | +49.8% | -54.1% |
| All | -48.4% | -98.4% | +50.0% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling