+121.7%
CELH vs BWA
+471.4%
-349.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.1% |
| 7D | -3.8% | +4.3% | -8.1% | -4.8% |
| 30D | +6.4% | -2.9% | +9.3% | +7.0% |
| 3M | +5.6% | -12.4% | +18.0% | +8.7% |
| 6M | -31.1% | +28.6% | -59.7% | -36.3% |
| YTD | -35.4% | +48.2% | -83.6% | -43.3% |
| 1Y | -46.9% | +50.9% | -97.8% | -53.7% |
| 3Y | -56.0% | +72.2% | -128.2% | -63.7% |
| 5Y | +1.2% | +91.1% | -89.8% | -18.8% |
| 10Y | +4,043.9% | +144.0% | +3,899.9% | +2,932.7% |
| All | +121.7% | +471.4% | -349.7% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling