-48.4%
CELH vs BP
+35.3%
-83.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.7% | +0.8% |
| 7D | +9.9% | -8.4% | +18.3% | +6.1% |
| 30D | +11.7% | +2.2% | +9.5% | +13.0% |
| 3M | +4.1% | +8.8% | -4.7% | +8.9% |
| 6M | -8.4% | -0.5% | -7.9% | -4.0% |
| YTD | -32.8% | +36.2% | -69.0% | -28.1% |
| 1Y | -48.4% | +36.6% | -84.9% | -44.9% |
| All | -48.4% | +35.3% | -83.6% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling