+104.1%
CELH vs BRO
+485.1%
-380.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -11.2% | -7.3% | -3.9% | -7.5% |
| 30D | -1.4% | -6.9% | +5.4% | +2.5% |
| 3M | -4.2% | +10.7% | -14.8% | -9.4% |
| 6M | -40.5% | -2.7% | -37.8% | -40.1% |
| YTD | -40.5% | -16.3% | -24.2% | -35.6% |
| 1Y | -53.0% | -29.1% | -23.9% | -44.7% |
| 3Y | -59.1% | -7.8% | -51.2% | -59.6% |
| 5Y | -10.7% | +18.7% | -29.4% | -22.1% |
| 10Y | +3,788.6% | +291.9% | +3,496.7% | +1,857.1% |
| All | +104.1% | +485.1% | -380.9% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling