-5.4%
CELH vs REPL
-53.9%
+48.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -6.4% |
| 7D | -11.7% | -9.6% | -2.1% | -11.5% |
| 30D | +1.6% | +5.7% | -4.1% | +1.4% |
| 3M | -2.0% | +56.4% | -58.3% | -4.4% |
| 6M | -36.2% | +67.4% | -103.6% | -40.1% |
| YTD | -39.6% | +48.7% | -88.2% | -43.1% |
| 1Y | -50.7% | +148.3% | -199.0% | -55.6% |
| 3Y | -58.9% | -26.7% | -32.2% | -62.2% |
| 5Y | -5.4% | -54.1% | +48.8% | -5.2% |
| All | -5.4% | -53.9% | +48.5% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling