+3,733.8%
CELH vs BWA
+156.8%
+3,577.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +1.7% |
| 7D | -11.2% | -1.3% | -9.9% | -10.8% |
| 30D | -1.4% | -2.9% | +1.5% | -0.7% |
| 3M | -4.2% | -10.7% | +6.6% | -0.9% |
| 6M | -40.5% | +26.5% | -66.9% | -46.2% |
| YTD | -40.5% | +49.1% | -89.6% | -50.6% |
| 1Y | -53.0% | +52.1% | -105.1% | -61.5% |
| 3Y | -59.1% | +72.6% | -131.6% | -68.9% |
| 5Y | -10.7% | +89.4% | -100.1% | -35.7% |
| All | +3,733.8% | +156.8% | +3,577.0% | +2,483.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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