+130.0%
CELH vs BP
+92.2%
+37.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | -7.0% | +3.9% | -11.0% | -8.4% |
| 30D | +5.2% | +7.6% | -2.4% | +2.0% |
| 3M | +10.5% | +0.7% | +9.8% | +8.8% |
| 6M | -32.7% | +15.5% | -48.2% | -37.6% |
| YTD | -33.0% | +30.8% | -63.8% | -40.9% |
| 1Y | -49.5% | +34.3% | -83.8% | -56.2% |
| 3Y | -52.6% | +35.1% | -87.7% | -59.6% |
| 5Y | +5.2% | +126.8% | -121.6% | -28.0% |
| 10Y | +4,178.1% | +123.4% | +4,054.8% | +2,589.9% |
| All | +130.0% | +92.2% | +37.7% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling