+3,650.7%
CELH vs RL
+308.3%
+3,342.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -15.8% | -2.2% | -13.6% | -15.0% |
| 30D | -5.2% | -15.3% | +10.2% | +0.7% |
| 3M | -6.1% | -10.3% | +4.2% | -3.0% |
| 6M | -40.9% | -2.2% | -38.6% | -41.5% |
| YTD | -41.8% | -4.3% | -37.5% | -42.0% |
| 1Y | -52.6% | +8.9% | -61.5% | -55.1% |
| 3Y | -60.4% | +201.4% | -261.8% | -76.1% |
| 5Y | -12.6% | +230.6% | -243.2% | -48.9% |
| All | +3,650.7% | +308.3% | +3,342.4% | +2,009.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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