+107.3%
CELH vs ROK
+936.0%
-828.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.3% |
| 7D | -11.7% | +0.2% | -11.8% | -11.7% |
| 30D | +1.6% | -1.8% | +3.4% | +2.1% |
| 3M | -2.0% | -7.2% | +5.2% | -0.3% |
| 6M | -36.2% | +14.2% | -50.3% | -39.3% |
| YTD | -39.6% | +10.6% | -50.1% | -42.1% |
| 1Y | -50.7% | +25.9% | -76.6% | -54.6% |
| 3Y | -58.9% | +50.8% | -109.6% | -65.0% |
| 5Y | -5.4% | +47.0% | -52.4% | -19.4% |
| 10Y | +3,848.6% | +354.9% | +3,493.7% | +2,433.3% |
| All | +107.3% | +936.0% | -828.7% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling