-6.1%
CELH vs BRO
+17.6%
-23.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -11.2% | -7.3% | -3.9% | -6.9% |
| 30D | -1.4% | -6.9% | +5.4% | +3.2% |
| 3M | -4.2% | +10.7% | -14.8% | -10.3% |
| 6M | -40.5% | -2.7% | -37.8% | -40.0% |
| YTD | -40.5% | -16.3% | -24.2% | -34.5% |
| 1Y | -53.0% | -29.1% | -23.9% | -42.3% |
| 3Y | -59.1% | -7.8% | -51.2% | -63.6% |
| All | -6.1% | +17.6% | -23.7% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling