-5.4%
CELH vs RBA
+39.8%
-45.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.2% |
| 7D | -11.7% | -1.9% | -9.8% | -10.8% |
| 30D | +1.6% | -13.0% | +14.6% | +8.0% |
| 3M | -2.0% | -23.1% | +21.2% | +9.4% |
| 6M | -36.2% | -22.6% | -13.6% | -29.3% |
| YTD | -39.6% | -20.4% | -19.2% | -34.8% |
| 1Y | -50.7% | -29.6% | -21.1% | -43.3% |
| 3Y | -58.9% | +26.6% | -85.4% | -65.8% |
| 5Y | -5.4% | +38.2% | -43.6% | -29.5% |
| All | -5.4% | +39.8% | -45.2% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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