-8.1%
CELH vs BLDR
+8.3%
-16.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.3% | -1.8% |
| 7D | -15.8% | -8.1% | -7.6% | -12.4% |
| 30D | -5.2% | -21.5% | +16.3% | +5.9% |
| 3M | -6.1% | -21.0% | +14.8% | +3.5% |
| 6M | -40.9% | -37.1% | -3.8% | -28.4% |
| YTD | -41.8% | -42.7% | +0.9% | -27.5% |
| 1Y | -52.6% | -58.0% | +5.3% | -31.6% |
| 3Y | -60.4% | -57.8% | -2.5% | -50.2% |
| All | -8.1% | +8.3% | -16.4% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling