+2,249.7%
CELH vs BTG
+371.8%
+1,877.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -3.3% |
| 7D | -15.8% | -5.5% | -10.3% | -15.2% |
| 30D | -5.2% | +6.1% | -11.3% | -5.8% |
| 3M | -6.1% | +38.6% | -44.8% | -9.3% |
| 6M | -40.9% | +0.7% | -41.5% | -41.3% |
| YTD | -41.8% | +20.3% | -62.1% | -43.4% |
| 1Y | -52.6% | +25.0% | -77.7% | -54.2% |
| 3Y | -60.4% | +97.3% | -157.7% | -63.8% |
| 5Y | -12.6% | +78.3% | -91.0% | -19.9% |
| 10Y | +3,704.3% | +151.6% | +3,552.7% | +3,222.9% |
| All | +2,249.7% | +371.8% | +1,877.9% | +1,244.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling