+121.7%
CELH vs RCAT
-99.9%
+221.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.5% | -3.6% |
| 7D | -3.8% | +5.4% | -9.2% | -3.8% |
| 30D | +6.4% | -5.6% | +12.0% | +6.5% |
| 3M | +5.6% | -30.2% | +35.8% | +5.7% |
| 6M | -31.1% | -43.4% | +12.3% | -31.0% |
| YTD | -35.4% | +9.6% | -45.0% | -35.5% |
| 1Y | -46.9% | -2.0% | -44.9% | -47.0% |
| 3Y | -56.0% | +825.0% | -881.0% | -56.7% |
| 5Y | +1.2% | +199.8% | -198.6% | -0.2% |
| 10Y | +4,043.9% | -98.4% | +4,142.3% | +3,628.3% |
| All | +121.7% | -99.9% | +221.6% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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