+3,733.8%
CELH vs BNY
+416.3%
+3,317.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -11.2% | -1.3% | -9.9% | -10.7% |
| 30D | -1.4% | -0.2% | -1.3% | -1.4% |
| 3M | -4.2% | +14.9% | -19.1% | -10.4% |
| 6M | -40.5% | +40.0% | -80.5% | -49.6% |
| YTD | -40.5% | +42.0% | -82.5% | -50.1% |
| 1Y | -53.0% | +56.9% | -109.9% | -62.4% |
| 3Y | -59.1% | +289.9% | -348.9% | -78.6% |
| 5Y | -10.7% | +259.2% | -269.9% | -52.0% |
| All | +3,733.8% | +416.3% | +3,317.5% | +1,765.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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