-5.4%
CELH vs RL
+233.3%
-238.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.1% | -4.9% |
| 7D | -11.7% | -0.3% | -11.4% | -11.5% |
| 30D | +1.6% | -17.5% | +19.1% | +11.3% |
| 3M | -2.0% | -14.0% | +12.0% | +4.3% |
| 6M | -36.2% | -2.0% | -34.2% | -37.4% |
| YTD | -39.6% | -4.6% | -35.0% | -40.1% |
| 1Y | -50.7% | +9.5% | -60.2% | -54.8% |
| 3Y | -58.9% | +200.5% | -259.3% | -82.5% |
| 5Y | -5.4% | +226.3% | -231.6% | -62.2% |
| All | -5.4% | +233.3% | -238.7% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling