-49.9%
CELH vs BRO
-4.7%
-45.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +6.7% | +9.9% | -3.2% | +3.3% |
| 30D | +10.1% | +22.3% | -12.2% | +2.4% |
| 3M | +3.1% | +5.3% | -2.3% | +1.1% |
| 6M | -10.4% | +30.3% | -40.7% | -16.7% |
| YTD | -34.3% | -5.7% | -28.6% | -37.2% |
| 1Y | -49.9% | -3.5% | -46.4% | -53.1% |
| All | -49.9% | -4.7% | -45.2% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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