-36.2%
CELH vs RNG
+68.7%
-104.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.4% |
| 7D | -11.7% | -4.1% | -7.6% | -11.2% |
| 30D | +1.6% | +8.6% | -7.1% | +0.7% |
| 3M | -2.0% | +78.0% | -79.9% | -7.4% |
| 6M | -36.2% | +67.0% | -103.2% | -37.8% |
| All | -36.2% | +68.7% | -104.9% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling