-6.1%
CELH vs BTG
+78.0%
-84.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -11.2% | -3.8% | -7.5% | -10.4% |
| 30D | -1.4% | +3.6% | -5.1% | -2.4% |
| 3M | -4.2% | +32.0% | -36.2% | -10.6% |
| 6M | -40.5% | +3.4% | -43.8% | -42.0% |
| YTD | -40.5% | +20.8% | -61.3% | -44.6% |
| 1Y | -53.0% | +22.4% | -75.4% | -56.8% |
| 3Y | -59.1% | +91.7% | -150.8% | -67.5% |
| All | -6.1% | +78.0% | -84.1% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling