+121.7%
CELH vs BN
+708.0%
-586.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.3% |
| 7D | -3.8% | -1.2% | -2.6% | -3.2% |
| 30D | +6.4% | -10.9% | +17.4% | +12.5% |
| 3M | +5.6% | -11.1% | +16.6% | +11.7% |
| 6M | -31.1% | -4.4% | -26.8% | -30.0% |
| YTD | -35.4% | -14.1% | -21.2% | -31.4% |
| 1Y | -46.9% | -11.1% | -35.8% | -44.7% |
| 3Y | -56.0% | +75.6% | -131.6% | -68.1% |
| 5Y | +1.2% | +35.8% | -34.6% | -15.3% |
| 10Y | +4,043.9% | +261.6% | +3,782.4% | +2,155.0% |
| All | +121.7% | +708.0% | -586.3% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling