-6.1%
CELH vs BNY
+256.6%
-262.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -11.2% | -1.3% | -9.9% | -10.5% |
| 30D | -1.4% | -0.2% | -1.3% | -1.4% |
| 3M | -4.2% | +14.9% | -19.1% | -12.6% |
| 6M | -40.5% | +40.0% | -80.5% | -52.7% |
| YTD | -40.5% | +42.0% | -82.5% | -53.6% |
| 1Y | -53.0% | +56.9% | -109.9% | -65.7% |
| 3Y | -59.1% | +289.9% | -348.9% | -84.5% |
| All | -6.1% | +256.6% | -262.7% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling