+3,733.8%
CELH vs ROK
+357.9%
+3,375.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.6% |
| 7D | -11.2% | -1.2% | -10.0% | -10.7% |
| 30D | -1.4% | -4.8% | +3.4% | +0.4% |
| 3M | -4.2% | -6.1% | +1.9% | -2.4% |
| 6M | -40.5% | +15.5% | -55.9% | -44.7% |
| YTD | -40.5% | +11.2% | -51.7% | -44.1% |
| 1Y | -53.0% | +23.8% | -76.8% | -57.8% |
| 3Y | -59.1% | +53.1% | -112.2% | -67.7% |
| 5Y | -10.7% | +48.3% | -59.0% | -30.5% |
| All | +3,733.8% | +357.9% | +3,375.9% | +2,385.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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