+107.3%
CELH vs RMBS
+384.8%
-277.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.4% | -6.6% |
| 7D | -11.7% | +3.5% | -15.1% | -12.1% |
| 30D | +1.6% | -8.6% | +10.2% | +2.6% |
| 3M | -2.0% | -40.3% | +38.4% | +3.9% |
| 6M | -36.2% | -1.0% | -35.2% | -38.2% |
| YTD | -39.6% | -4.6% | -35.0% | -41.6% |
| 1Y | -50.7% | +17.6% | -68.3% | -54.2% |
| 3Y | -58.9% | +58.6% | -117.5% | -64.8% |
| 5Y | -5.4% | +270.9% | -276.3% | -27.6% |
| 10Y | +3,848.6% | +569.1% | +3,279.5% | +2,750.7% |
| All | +107.3% | +384.8% | -277.5% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling