+3,733.8%
CELH vs BN
+265.2%
+3,468.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -11.2% | -5.2% | -6.0% | -8.5% |
| 30D | -1.4% | -14.5% | +13.0% | +7.3% |
| 3M | -4.2% | -15.0% | +10.8% | +4.8% |
| 6M | -40.5% | -5.4% | -35.1% | -39.0% |
| YTD | -40.5% | -16.4% | -24.1% | -35.4% |
| 1Y | -53.0% | -16.2% | -36.8% | -49.2% |
| 3Y | -59.1% | +67.5% | -126.6% | -71.5% |
| 5Y | -10.7% | +34.1% | -44.8% | -28.2% |
| All | +3,733.8% | +265.2% | +3,468.6% | +2,653.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling