-62.0%
CELH vs RBRK
+124.5%
-186.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.8% | +2.5% |
| 7D | -11.2% | -7.5% | -3.7% | -10.4% |
| 30D | -1.4% | -10.4% | +9.0% | -0.6% |
| 3M | -4.2% | +21.3% | -25.4% | -7.0% |
| 6M | -40.5% | +50.6% | -91.1% | -44.2% |
| YTD | -40.5% | +13.3% | -53.8% | -42.2% |
| 1Y | -53.0% | +11.2% | -64.3% | -54.5% |
| All | -62.0% | +124.5% | -186.5% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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