-6.1%
CELH vs RJF
+104.0%
-110.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | -11.2% | -2.7% | -8.5% | -9.8% |
| 30D | -1.4% | -4.3% | +2.8% | +1.0% |
| 3M | -4.2% | +15.7% | -19.9% | -11.9% |
| 6M | -40.5% | +17.8% | -58.3% | -46.3% |
| YTD | -40.5% | +9.2% | -49.7% | -44.4% |
| 1Y | -53.0% | +2.8% | -55.8% | -54.6% |
| 3Y | -59.1% | +69.5% | -128.5% | -74.0% |
| All | -6.1% | +104.0% | -110.1% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling