-59.1%
CELH vs BLK
+66.0%
-125.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.5% |
| 7D | -11.2% | -3.3% | -7.9% | -9.8% |
| 30D | -1.4% | -6.5% | +5.1% | +1.7% |
| 3M | -4.2% | +6.7% | -10.9% | -6.7% |
| 6M | -40.5% | +14.7% | -55.2% | -44.3% |
| YTD | -40.5% | +2.5% | -43.0% | -42.0% |
| 1Y | -53.0% | -2.8% | -50.2% | -53.0% |
| 3Y | -59.1% | +65.9% | -124.9% | -69.5% |
| All | -59.1% | +66.0% | -125.0% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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