-10.2%
CELH vs BROS
+35.1%
-45.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +1.9% |
| 7D | -11.2% | -5.8% | -5.5% | -9.5% |
| 30D | -1.4% | -14.0% | +12.5% | +3.2% |
| 3M | -4.2% | -32.5% | +28.3% | +8.2% |
| 6M | -40.5% | -14.9% | -25.6% | -37.8% |
| YTD | -40.5% | -28.3% | -12.2% | -34.9% |
| 1Y | -53.0% | -34.0% | -19.0% | -47.4% |
| 3Y | -59.1% | +63.0% | -122.0% | -68.9% |
| All | -10.2% | +35.1% | -45.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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