-36.2%
CELH vs RMBS
+2.3%
-38.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.4% | -6.5% |
| 7D | -11.7% | +3.5% | -15.1% | -11.6% |
| 30D | +1.6% | -8.6% | +10.2% | +1.6% |
| 3M | -2.0% | -40.3% | +38.4% | -2.2% |
| 6M | -36.2% | -1.0% | -35.2% | -45.8% |
| All | -36.2% | +2.3% | -38.5% | -45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling