+3,733.8%
CELH vs RJF
+429.3%
+3,304.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | -11.2% | -2.7% | -8.5% | -10.1% |
| 30D | -1.4% | -4.3% | +2.8% | +0.5% |
| 3M | -4.2% | +15.7% | -19.9% | -10.3% |
| 6M | -40.5% | +17.8% | -58.3% | -45.1% |
| YTD | -40.5% | +9.2% | -49.7% | -43.5% |
| 1Y | -53.0% | +2.8% | -55.8% | -54.2% |
| 3Y | -59.1% | +69.5% | -128.5% | -69.6% |
| 5Y | -10.7% | +105.9% | -116.6% | -38.5% |
| All | +3,733.8% | +429.3% | +3,304.5% | +1,935.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling