-59.1%
CELH vs BNS
+130.5%
-189.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.6% | +1.9% |
| 7D | -11.2% | -0.4% | -10.8% | -11.0% |
| 30D | -1.4% | +3.5% | -4.9% | -3.1% |
| 3M | -4.2% | +14.1% | -18.2% | -10.5% |
| 6M | -40.5% | +33.8% | -74.2% | -49.0% |
| YTD | -40.5% | +29.5% | -69.9% | -48.2% |
| 1Y | -53.0% | +48.4% | -101.4% | -62.1% |
| 3Y | -59.1% | +129.6% | -188.7% | -75.0% |
| All | -59.1% | +130.5% | -189.5% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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