+3,733.8%
CELH vs ROL
+211.6%
+3,522.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -11.2% | -3.2% | -8.1% | -9.8% |
| 30D | -1.4% | -4.9% | +3.5% | +1.0% |
| 3M | -4.2% | -25.8% | +21.7% | +10.3% |
| 6M | -40.5% | -37.6% | -2.9% | -25.8% |
| YTD | -40.5% | -41.5% | +1.0% | -24.1% |
| 1Y | -53.0% | -39.5% | -13.5% | -41.1% |
| 3Y | -59.1% | +0.1% | -59.2% | -61.0% |
| 5Y | -10.7% | -4.6% | -6.1% | -14.0% |
| All | +3,733.8% | +211.6% | +3,522.2% | +2,882.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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