-26.3%
CELH vs RL
+15.3%
-41.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +1.9% |
| 7D | +0.8% | +2.6% | -1.8% | +0.3% |
| 30D | +19.3% | +2.9% | +16.4% | +18.5% |
| 3M | +12.6% | 0.0% | +12.6% | +12.1% |
| 6M | +16.4% | +17.1% | -0.7% | +9.6% |
| YTD | -29.1% | +10.1% | -39.2% | -32.5% |
| 1Y | -26.3% | +17.3% | -43.7% | -31.5% |
| All | -26.3% | +15.3% | -41.6% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling