-49.5%
CELH vs RNG
+144.7%
-194.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.5% |
| 7D | -7.0% | +5.8% | -12.8% | -7.7% |
| 30D | +5.2% | +19.6% | -14.4% | +2.6% |
| 3M | +10.5% | +67.0% | -56.5% | +2.8% |
| 6M | -32.7% | +88.4% | -121.1% | -39.0% |
| YTD | -33.0% | +155.5% | -188.5% | -42.8% |
| 1Y | -49.5% | +141.7% | -191.2% | -58.2% |
| All | -49.5% | +144.7% | -194.3% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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