-59.1%
CELH vs BLDR
-57.1%
-2.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.5% |
| 7D | -11.2% | -8.2% | -3.0% | -8.9% |
| 30D | -1.4% | -16.6% | +15.2% | +3.9% |
| 3M | -4.2% | -23.2% | +19.0% | +3.0% |
| 6M | -40.5% | -33.7% | -6.7% | -33.7% |
| YTD | -40.5% | -41.3% | +0.8% | -32.2% |
| 1Y | -53.0% | -58.8% | +5.8% | -41.0% |
| 3Y | -59.1% | -57.5% | -1.6% | -50.2% |
| All | -59.1% | -57.1% | -2.0% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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