-56.0%
CELH vs ROIV
+253.6%
-309.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +18.8% | -22.3% | -6.0% |
| 7D | -3.8% | +20.2% | -23.9% | -6.4% |
| 30D | +6.4% | +14.1% | -7.7% | +4.2% |
| 3M | +5.6% | +45.6% | -40.0% | -0.8% |
| 6M | -31.1% | +44.1% | -75.3% | -35.5% |
| YTD | -35.4% | +91.2% | -126.5% | -42.8% |
| 1Y | -46.9% | +221.3% | -268.2% | -57.6% |
| 3Y | -56.0% | +229.2% | -285.2% | -66.5% |
| All | -56.0% | +253.6% | -309.6% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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