+1,895.2%
CELH vs REPL
-6.0%
+1,901.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.9% |
| 7D | -7.0% | -3.0% | -4.1% | -6.9% |
| 30D | +5.2% | +27.1% | -22.0% | +3.6% |
| 3M | +10.5% | +52.4% | -41.9% | +5.2% |
| 6M | -32.7% | +107.4% | -140.2% | -41.1% |
| YTD | -33.0% | +54.7% | -87.7% | -40.2% |
| 1Y | -49.5% | +158.9% | -208.4% | -58.4% |
| 3Y | -52.6% | -23.7% | -28.9% | -63.6% |
| 5Y | +5.2% | -54.3% | +59.6% | -15.0% |
| All | +1,895.2% | -6.0% | +1,901.2% | +1,111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling