+1,633.0%
CELH vs REPL
-17.3%
+1,650.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.4% | +4.7% | -3.2% |
| 7D | -15.8% | -13.4% | -2.3% | -15.2% |
| 30D | -5.2% | -3.0% | -2.2% | -5.2% |
| 3M | -6.1% | +56.3% | -62.4% | -10.9% |
| 6M | -40.9% | +60.9% | -101.7% | -47.3% |
| YTD | -41.8% | +36.2% | -78.0% | -47.7% |
| 1Y | -52.6% | +121.0% | -173.7% | -60.6% |
| 3Y | -60.4% | -32.8% | -27.6% | -69.3% |
| 5Y | -12.6% | -58.7% | +46.0% | -29.3% |
| All | +1,633.0% | -17.3% | +1,650.2% | +958.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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