+121.7%
CELH vs ROL
+1,575.5%
-1,453.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.8% |
| 7D | -3.8% | -3.4% | -0.3% | -2.7% |
| 30D | +6.4% | -6.9% | +13.4% | +9.0% |
| 3M | +5.6% | -24.6% | +30.2% | +15.7% |
| 6M | -31.1% | -39.5% | +8.4% | -19.0% |
| YTD | -35.4% | -41.1% | +5.7% | -23.6% |
| 1Y | -46.9% | -37.9% | -8.9% | -38.3% |
| 3Y | -56.0% | +0.8% | -56.8% | -56.9% |
| 5Y | +1.2% | -4.7% | +5.9% | +1.3% |
| 10Y | +4,043.9% | +207.9% | +3,836.0% | +3,016.3% |
| All | +121.7% | +1,575.5% | -1,453.8% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling