+3,733.8%
CELH vs BTG
+159.3%
+3,574.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -11.2% | -3.8% | -7.5% | -10.6% |
| 30D | -1.4% | +3.6% | -5.1% | -2.2% |
| 3M | -4.2% | +32.0% | -36.2% | -9.2% |
| 6M | -40.5% | +3.4% | -43.8% | -41.6% |
| YTD | -40.5% | +20.8% | -61.3% | -43.7% |
| 1Y | -53.0% | +22.4% | -75.4% | -55.9% |
| 3Y | -59.1% | +91.7% | -150.8% | -65.5% |
| 5Y | -10.7% | +79.0% | -89.7% | -24.8% |
| All | +3,733.8% | +159.3% | +3,574.5% | +2,807.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling