+130.0%
CELH vs RBA
+558.7%
-428.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -7.0% | -2.9% | -4.1% | -6.2% |
| 30D | +5.2% | -12.3% | +17.5% | +9.6% |
| 3M | +10.5% | -20.5% | +31.0% | +17.8% |
| 6M | -32.7% | -18.5% | -14.2% | -29.0% |
| YTD | -33.0% | -18.2% | -14.7% | -29.7% |
| 1Y | -49.5% | -27.5% | -22.0% | -45.1% |
| 3Y | -52.6% | +38.1% | -90.7% | -58.0% |
| 5Y | +5.2% | +44.8% | -39.6% | -8.7% |
| 10Y | +4,178.1% | +187.1% | +3,991.0% | +2,928.8% |
| All | +130.0% | +558.7% | -428.7% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling