+14.8%
CELH vs REPL
-35.3%
+50.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.5% |
| 7D | +6.2% | +9.8% | -3.6% | +5.9% |
| 30D | +14.2% | +81.5% | -67.3% | +12.6% |
| 3M | +15.5% | +44.2% | -28.8% | +14.3% |
| 6M | +7.7% | +437.4% | -429.7% | 0.0% |
| YTD | -30.3% | +126.1% | -156.4% | -34.8% |
| 1Y | -29.0% | +143.1% | -172.1% | -33.8% |
| 3Y | -44.5% | +97.8% | -142.4% | -58.2% |
| 5Y | +14.8% | -34.3% | +49.1% | +17.6% |
| All | +14.8% | -35.3% | +50.0% | +17.6% |
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