+18.0%
CELH vs BTDR
+15.3%
+2.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.5% | +2.8% | -3.3% |
| 7D | -15.8% | -3.2% | -12.6% | -15.6% |
| 30D | -5.2% | +32.7% | -37.9% | -7.0% |
| 3M | -6.1% | -28.4% | +22.3% | -5.1% |
| 6M | -40.9% | +51.7% | -92.6% | -43.1% |
| YTD | -41.8% | +2.9% | -44.6% | -43.1% |
| 1Y | -52.6% | -15.5% | -37.2% | -53.7% |
| 3Y | -60.4% | 0.0% | -60.4% | -63.6% |
| 5Y | -12.6% | +16.5% | -29.1% | -24.8% |
| All | +18.0% | +15.3% | +2.7% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling