+3,733.8%
CELH vs ROST
+317.9%
+3,415.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.1% |
| 7D | -11.2% | +0.2% | -11.4% | -11.3% |
| 30D | -1.4% | -6.9% | +5.4% | +1.8% |
| 3M | -4.2% | -3.3% | -0.8% | -3.1% |
| 6M | -40.5% | +9.0% | -49.5% | -43.3% |
| YTD | -40.5% | +28.9% | -69.4% | -48.0% |
| 1Y | -53.0% | +54.0% | -107.0% | -62.4% |
| 3Y | -59.1% | +100.7% | -159.8% | -71.6% |
| 5Y | -10.7% | +116.0% | -126.7% | -41.3% |
| All | +3,733.8% | +317.9% | +3,415.9% | +2,613.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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