+3,733.8%
CELH vs RMBS
+566.4%
+3,167.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.6% |
| 7D | -11.2% | +1.8% | -13.0% | -11.7% |
| 30D | -1.4% | -13.9% | +12.5% | +2.6% |
| 3M | -4.2% | -39.8% | +35.6% | +9.1% |
| 6M | -40.5% | -6.0% | -34.5% | -45.1% |
| YTD | -40.5% | -5.4% | -35.1% | -46.7% |
| 1Y | -53.0% | -1.8% | -51.2% | -59.8% |
| 3Y | -59.1% | +53.7% | -112.7% | -75.6% |
| 5Y | -10.7% | +268.5% | -279.2% | -69.8% |
| All | +3,733.8% | +566.4% | +3,167.4% | +808.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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