+143.1%
CELH vs ROP
+977.8%
-834.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.5% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | +19.3% | +28.8% | -9.5% | +5.8% |
| 3M | +12.6% | +21.1% | -8.4% | +2.7% |
| 6M | +16.4% | +52.5% | -36.2% | -5.4% |
| YTD | -29.1% | +8.9% | -38.0% | -33.1% |
| 1Y | -26.3% | +8.2% | -34.6% | -30.3% |
| 3Y | -40.1% | -5.2% | -35.0% | -40.6% |
| 5Y | +16.7% | +1.7% | +15.0% | +13.7% |
| 10Y | +4,466.2% | +185.4% | +4,280.8% | +2,831.3% |
| All | +143.1% | +977.8% | -834.7% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling