-59.1%
CELH vs RNG
+119.8%
-178.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -11.2% | -6.1% | -5.1% | -10.2% |
| 30D | -1.4% | +9.6% | -11.1% | -3.1% |
| 3M | -4.2% | +83.3% | -87.5% | -14.3% |
| 6M | -40.5% | +77.9% | -118.4% | -47.1% |
| YTD | -40.5% | +139.9% | -180.4% | -50.9% |
| 1Y | -53.0% | +121.7% | -174.7% | -60.8% |
| 3Y | -59.1% | +121.9% | -180.9% | -66.7% |
| All | -59.1% | +119.8% | -178.8% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling