+107.3%
CELH vs BLDR
+321.9%
-214.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.9% | -4.6% | -6.3% |
| 7D | -11.7% | -2.7% | -9.0% | -11.4% |
| 30D | +1.6% | -14.7% | +16.3% | +3.4% |
| 3M | -2.0% | -20.8% | +18.9% | +0.5% |
| 6M | -36.2% | -35.3% | -0.8% | -33.3% |
| YTD | -39.6% | -40.3% | +0.8% | -36.5% |
| 1Y | -50.7% | -56.3% | +5.6% | -46.5% |
| 3Y | -58.9% | -56.1% | -2.8% | -55.8% |
| 5Y | -5.4% | +12.9% | -18.3% | -5.9% |
| 10Y | +3,848.6% | +386.5% | +3,462.1% | +3,514.1% |
| All | +107.3% | +321.9% | -214.6% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling