-59.9%
CELH vs ROP
-19.1%
-40.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | -15.8% | -8.0% | -7.8% | -13.3% |
| 30D | -5.2% | -2.7% | -2.5% | -4.2% |
| 3M | -6.1% | +16.6% | -22.7% | -11.1% |
| 6M | -40.9% | +10.4% | -51.2% | -42.9% |
| YTD | -41.8% | -12.1% | -29.7% | -39.5% |
| 1Y | -52.6% | -23.6% | -29.0% | -48.0% |
| All | -59.9% | -19.1% | -40.8% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling