-59.1%
CELH vs BTDR
+4.4%
-63.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +2.0% |
| 7D | -11.2% | -3.4% | -7.8% | -11.0% |
| 30D | -1.4% | +32.6% | -34.0% | -3.4% |
| 3M | -4.2% | -32.2% | +28.1% | -2.7% |
| 6M | -40.5% | +52.4% | -92.8% | -42.9% |
| YTD | -40.5% | +6.7% | -47.2% | -42.0% |
| 1Y | -53.0% | -15.2% | -37.8% | -54.2% |
| 3Y | -59.1% | +14.9% | -73.9% | -63.6% |
| All | -59.1% | +4.4% | -63.4% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling