-59.1%
CELH vs RJF
+69.0%
-128.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | -11.2% | -2.7% | -8.5% | -10.4% |
| 30D | -1.4% | -4.3% | +2.8% | -0.1% |
| 3M | -4.2% | +15.7% | -19.9% | -8.2% |
| 6M | -40.5% | +17.8% | -58.3% | -43.6% |
| YTD | -40.5% | +9.2% | -49.7% | -42.5% |
| 1Y | -53.0% | +2.8% | -55.8% | -53.7% |
| 3Y | -59.1% | +69.5% | -128.5% | -67.7% |
| All | -59.1% | +69.0% | -128.1% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling