+3,733.8%
CELH vs RCL
+346.0%
+3,387.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -11.2% | -1.9% | -9.3% | -10.8% |
| 30D | -1.4% | -15.5% | +14.1% | +2.9% |
| 3M | -4.2% | -9.7% | +5.5% | -1.9% |
| 6M | -40.5% | -8.7% | -31.7% | -39.6% |
| YTD | -40.5% | -5.8% | -34.7% | -40.6% |
| 1Y | -53.0% | -24.5% | -28.6% | -50.6% |
| 3Y | -59.1% | +173.9% | -233.0% | -70.4% |
| 5Y | -10.7% | +228.0% | -238.7% | -40.7% |
| All | +3,733.8% | +346.0% | +3,387.8% | +2,337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling