-2.4%
CELH vs BROS
+41.2%
-43.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.1% |
| 7D | -3.8% | -0.9% | -2.8% | -3.5% |
| 30D | +6.4% | -13.5% | +19.9% | +11.1% |
| 3M | +5.6% | -18.4% | +24.0% | +12.5% |
| 6M | -31.1% | -10.6% | -20.5% | -29.2% |
| YTD | -35.4% | -25.1% | -10.3% | -30.3% |
| 1Y | -46.9% | -28.6% | -18.2% | -42.0% |
| 3Y | -56.0% | +65.6% | -121.6% | -66.7% |
| All | -2.4% | +41.2% | -43.6% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling