+146.5%
CELH vs ROIV
+232.7%
-86.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.3% |
| 7D | -7.0% | +0.6% | -7.7% | -7.1% |
| 30D | +5.2% | +1.0% | +4.2% | +4.9% |
| 3M | +10.5% | +18.3% | -7.8% | +6.9% |
| 6M | -32.7% | +18.3% | -51.0% | -35.2% |
| YTD | -33.0% | +61.0% | -93.9% | -39.2% |
| 1Y | -49.5% | +177.9% | -227.4% | -58.7% |
| 3Y | -52.6% | +199.1% | -251.7% | -62.6% |
| 5Y | +5.2% | +250.7% | -245.5% | -29.6% |
| All | +146.5% | +232.7% | -86.2% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling