-48.4%
CELH vs BTDR
-69.9%
+21.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +2.9% |
| 7D | +9.9% | -17.6% | +27.5% | +11.0% |
| 30D | +11.7% | -40.3% | +52.0% | +15.0% |
| 3M | +4.1% | -42.6% | +46.7% | +6.8% |
| 6M | -8.4% | -46.3% | +37.9% | -7.1% |
| YTD | -32.8% | -41.7% | +9.0% | -32.6% |
| 1Y | -48.4% | -69.4% | +21.0% | -50.4% |
| All | -48.4% | -69.9% | +21.5% | -50.4% |
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