-59.9%
CELH vs BWA
+68.2%
-128.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.3% | -3.8% |
| 7D | -15.8% | -0.1% | -15.7% | -15.7% |
| 30D | -5.2% | -5.5% | +0.3% | -4.4% |
| 3M | -6.1% | -7.6% | +1.5% | -5.1% |
| 6M | -40.9% | +25.0% | -65.8% | -44.2% |
| YTD | -41.8% | +47.0% | -88.7% | -48.6% |
| 1Y | -52.6% | +54.0% | -106.6% | -58.9% |
| All | -59.9% | +68.2% | -128.2% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling