+130.0%
CELH vs RL
+458.8%
-328.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.6% |
| 7D | -7.0% | -0.8% | -6.2% | -6.8% |
| 30D | +5.2% | -7.8% | +12.9% | +7.2% |
| 3M | +10.5% | -4.0% | +14.5% | +11.1% |
| 6M | -32.7% | -1.9% | -30.8% | -33.2% |
| YTD | -33.0% | -0.2% | -32.8% | -33.9% |
| 1Y | -49.5% | +10.7% | -60.2% | -51.7% |
| 3Y | -52.6% | +210.8% | -263.4% | -67.6% |
| 5Y | +5.2% | +238.2% | -233.0% | -29.2% |
| 10Y | +4,178.1% | +313.4% | +3,864.8% | +2,523.6% |
| All | +130.0% | +458.8% | -328.9% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling