+26.0%
CELH vs RDW
-0.7%
+26.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.4% |
| 7D | -11.2% | +0.9% | -12.1% | -11.3% |
| 30D | -1.4% | -21.3% | +19.8% | +0.5% |
| 3M | -4.2% | -37.9% | +33.7% | -0.8% |
| 6M | -40.5% | +12.3% | -52.7% | -43.2% |
| YTD | -40.5% | +39.7% | -80.2% | -45.4% |
| 1Y | -53.0% | +25.7% | -78.7% | -56.8% |
| 3Y | -59.1% | +230.8% | -289.9% | -73.8% |
| 5Y | -10.7% | -8.8% | -1.9% | -31.3% |
| All | +26.0% | -0.7% | +26.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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