+3,733.8%
CELH vs BR
+189.7%
+3,544.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | -11.2% | -3.0% | -8.2% | -9.7% |
| 30D | -1.4% | -0.3% | -1.2% | -1.2% |
| 3M | -4.2% | +17.3% | -21.5% | -12.3% |
| 6M | -40.5% | -6.7% | -33.8% | -38.7% |
| YTD | -40.5% | -23.4% | -17.0% | -32.3% |
| 1Y | -53.0% | -32.7% | -20.3% | -42.6% |
| 3Y | -59.1% | -5.9% | -53.1% | -59.8% |
| 5Y | -10.7% | +8.4% | -19.1% | -20.2% |
| All | +3,733.8% | +189.7% | +3,544.1% | +2,906.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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