+107.3%
CELH vs RIG
-92.0%
+199.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.3% |
| 7D | -11.7% | -8.2% | -3.5% | -10.3% |
| 30D | +1.6% | -0.2% | +1.8% | +1.5% |
| 3M | -2.0% | -2.7% | +0.8% | -2.0% |
| 6M | -36.2% | -7.5% | -28.7% | -36.3% |
| YTD | -39.6% | +38.3% | -77.8% | -44.3% |
| 1Y | -50.7% | +81.8% | -132.5% | -57.1% |
| 3Y | -58.9% | -30.2% | -28.7% | -59.3% |
| 5Y | -5.4% | +59.9% | -65.3% | -25.3% |
| 10Y | +3,848.6% | -41.9% | +3,890.5% | +2,657.0% |
| All | +107.3% | -92.0% | +199.3% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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