-59.9%
CELH vs ROL
-1.4%
-58.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.7% | -3.7% |
| 7D | -15.8% | -3.2% | -12.5% | -14.7% |
| 30D | -5.2% | -6.6% | +1.4% | -2.9% |
| 3M | -6.1% | -27.3% | +21.2% | +3.5% |
| 6M | -40.9% | -38.1% | -2.8% | -31.6% |
| YTD | -41.8% | -41.8% | 0.0% | -31.9% |
| 1Y | -52.6% | -37.8% | -14.8% | -45.6% |
| All | -59.9% | -1.4% | -58.5% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling