-53.0%
CELH vs BIYA
-98.7%
+45.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.2% |
| 7D | -11.2% | -1.8% | -9.4% | -11.2% |
| 30D | -1.4% | -17.5% | +16.0% | -1.7% |
| 3M | -4.2% | -78.0% | +73.9% | -6.1% |
| 6M | -40.5% | -89.5% | +49.0% | -42.7% |
| YTD | -40.5% | -94.3% | +53.8% | -44.5% |
| 1Y | -53.0% | -98.6% | +45.6% | -52.7% |
| All | -53.0% | -98.7% | +45.7% | -52.7% |
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