+3,733.8%
CELH vs BRKR
+155.3%
+3,578.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.3% |
| 7D | -11.2% | -8.7% | -2.6% | -7.7% |
| 30D | -1.4% | -9.9% | +8.4% | +2.6% |
| 3M | -4.2% | -3.1% | -1.1% | -6.4% |
| 6M | -40.5% | +45.5% | -86.0% | -53.0% |
| YTD | -40.5% | +13.7% | -54.2% | -47.8% |
| 1Y | -53.0% | +67.4% | -120.4% | -66.5% |
| 3Y | -59.1% | -13.2% | -45.8% | -62.5% |
| 5Y | -10.7% | -39.5% | +28.8% | -1.4% |
| All | +3,733.8% | +155.3% | +3,578.5% | +2,626.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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