+3,733.8%
CELH vs RNG
+222.9%
+3,510.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -11.2% | -6.1% | -5.1% | -9.5% |
| 30D | -1.4% | +9.6% | -11.1% | -4.3% |
| 3M | -4.2% | +83.3% | -87.5% | -21.8% |
| 6M | -40.5% | +77.9% | -118.4% | -52.0% |
| YTD | -40.5% | +139.9% | -180.4% | -57.6% |
| 1Y | -53.0% | +121.7% | -174.7% | -65.9% |
| 3Y | -59.1% | +121.9% | -180.9% | -72.4% |
| 5Y | -10.7% | -68.4% | +57.7% | +6.6% |
| All | +3,733.8% | +222.9% | +3,510.9% | +2,889.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling