-49.5%
CELH vs BTDR
-4.8%
-44.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -7.0% | -3.3% |
| 7D | -7.0% | +20.0% | -27.0% | -8.2% |
| 30D | +5.2% | +11.9% | -6.8% | +4.0% |
| 3M | +10.5% | -36.9% | +47.4% | +12.3% |
| 6M | -32.7% | +56.5% | -89.2% | -35.8% |
| YTD | -33.0% | +10.4% | -43.4% | -35.2% |
| 1Y | -49.5% | +3.1% | -52.6% | -49.3% |
| All | -49.5% | -4.8% | -44.8% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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