+107.3%
CELH vs RIO
+587.8%
-480.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -11.7% | +1.0% | -12.6% | -11.9% |
| 30D | +1.6% | +4.0% | -2.5% | +0.6% |
| 3M | -2.0% | +4.5% | -6.5% | -3.0% |
| 6M | -36.2% | +17.3% | -53.5% | -39.1% |
| YTD | -39.6% | +36.2% | -75.7% | -44.6% |
| 1Y | -50.7% | +76.1% | -126.8% | -57.6% |
| 3Y | -58.9% | +102.5% | -161.4% | -65.9% |
| 5Y | -5.4% | +103.5% | -108.9% | -22.5% |
| 10Y | +3,848.6% | +619.2% | +3,229.4% | +2,347.2% |
| All | +107.3% | +587.8% | -480.5% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling