-53.0%
CELH vs RMBS
+11.7%
-64.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | -11.2% | +1.8% | -13.0% | -11.3% |
| 30D | -1.4% | -13.9% | +12.5% | -0.8% |
| 3M | -4.2% | -39.8% | +35.6% | -2.0% |
| 6M | -40.5% | -6.0% | -34.5% | -43.6% |
| YTD | -40.5% | -5.4% | -35.1% | -44.1% |
| 1Y | -53.0% | -1.8% | -51.2% | -54.0% |
| All | -53.0% | +11.7% | -64.7% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling