+3,733.8%
CELH vs ROP
+135.6%
+3,598.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -11.2% | -4.6% | -6.6% | -8.7% |
| 30D | -1.4% | -1.7% | +0.2% | -0.4% |
| 3M | -4.2% | +17.1% | -21.2% | -13.1% |
| 6M | -40.5% | +10.9% | -51.3% | -44.5% |
| YTD | -40.5% | -12.1% | -28.4% | -37.0% |
| 1Y | -53.0% | -24.2% | -28.8% | -45.6% |
| 3Y | -59.1% | -20.4% | -38.7% | -55.1% |
| 5Y | -10.7% | -15.4% | +4.7% | -5.5% |
| All | +3,733.8% | +135.6% | +3,598.2% | +3,815.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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