+99.7%
CELH vs BNS
+418.8%
-319.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.4% | -4.0% |
| 7D | -15.8% | -2.2% | -13.6% | -14.9% |
| 30D | -5.2% | +4.5% | -9.7% | -7.3% |
| 3M | -6.1% | +14.9% | -21.0% | -12.1% |
| 6M | -40.9% | +32.5% | -73.3% | -48.2% |
| YTD | -41.8% | +28.6% | -70.4% | -48.4% |
| 1Y | -52.6% | +48.4% | -101.0% | -60.7% |
| 3Y | -60.4% | +130.8% | -191.2% | -73.3% |
| 5Y | -12.6% | +94.8% | -107.4% | -36.0% |
| 10Y | +3,704.3% | +184.3% | +3,520.0% | +2,285.4% |
| All | +99.7% | +418.8% | -319.1% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling