-53.0%
CELH vs ROP
-23.7%
-29.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -11.2% | -4.6% | -6.6% | -9.9% |
| 30D | -1.4% | -1.7% | +0.2% | -0.9% |
| 3M | -4.2% | +17.1% | -21.2% | -8.3% |
| 6M | -40.5% | +10.9% | -51.3% | -42.1% |
| YTD | -40.5% | -12.1% | -28.4% | -39.4% |
| 1Y | -53.0% | -24.2% | -28.8% | -49.0% |
| All | -53.0% | -23.7% | -29.3% | -49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling