+107.3%
CELH vs RJF
+1,016.6%
-909.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.3% |
| 7D | -11.7% | -0.3% | -11.4% | -11.6% |
| 30D | +1.6% | -2.0% | +3.6% | +2.2% |
| 3M | -2.0% | +16.3% | -18.3% | -6.1% |
| 6M | -36.2% | +16.9% | -53.1% | -39.2% |
| YTD | -39.6% | +10.4% | -50.0% | -41.7% |
| 1Y | -50.7% | +7.4% | -58.1% | -52.1% |
| 3Y | -58.9% | +72.2% | -131.1% | -65.6% |
| 5Y | -5.4% | +105.1% | -110.5% | -23.6% |
| 10Y | +3,848.6% | +430.9% | +3,417.6% | +2,386.8% |
| All | +107.3% | +1,016.6% | -909.3% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling