-53.0%
CELH vs BP
+40.7%
-93.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -11.2% | +5.2% | -16.4% | -9.2% |
| 30D | -1.4% | +8.7% | -10.2% | +2.2% |
| 3M | -4.2% | +9.3% | -13.5% | +1.2% |
| 6M | -40.5% | +13.6% | -54.0% | -36.6% |
| YTD | -40.5% | +37.7% | -78.2% | -35.1% |
| 1Y | -53.0% | +40.6% | -93.6% | -47.3% |
| All | -53.0% | +40.7% | -93.7% | -47.3% |
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