-40.1%
CELH vs RCL
+255.6%
-295.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +0.8% | -1.2% | +2.0% | +1.0% |
| 30D | +19.3% | +17.8% | +1.5% | +15.8% |
| 3M | +12.6% | +4.9% | +7.7% | +11.6% |
| 6M | +16.4% | +23.7% | -7.4% | +11.2% |
| YTD | -29.1% | +17.8% | -46.9% | -31.9% |
| 1Y | -26.3% | +28.9% | -55.3% | -30.4% |
| 3Y | -40.1% | +241.9% | -282.0% | -53.4% |
| All | -40.1% | +255.6% | -295.7% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling