-6.1%
CELH vs RIO
+91.0%
-97.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -11.2% | -3.2% | -8.0% | -10.1% |
| 30D | -1.4% | +0.9% | -2.4% | -1.8% |
| 3M | -4.2% | -1.4% | -2.7% | -3.7% |
| 6M | -40.5% | +10.9% | -51.4% | -43.6% |
| YTD | -40.5% | +31.2% | -71.7% | -47.9% |
| 1Y | -53.0% | +67.9% | -120.9% | -63.1% |
| 3Y | -59.1% | +88.8% | -147.8% | -69.7% |
| All | -6.1% | +91.0% | -97.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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