+107.3%
CELH vs ROST
+3,318.1%
-3,210.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.8% | -4.7% | -5.8% |
| 7D | -11.7% | -2.2% | -9.4% | -10.9% |
| 30D | +1.6% | -11.4% | +13.0% | +6.2% |
| 3M | -2.0% | -1.6% | -0.3% | -1.7% |
| 6M | -36.2% | +6.8% | -43.0% | -38.1% |
| YTD | -39.6% | +25.8% | -65.4% | -45.0% |
| 1Y | -50.7% | +52.4% | -103.1% | -58.2% |
| 3Y | -58.9% | +94.4% | -153.2% | -68.4% |
| 5Y | -5.4% | +108.2% | -113.6% | -29.5% |
| 10Y | +3,848.6% | +308.5% | +3,540.1% | +2,393.4% |
| All | +107.3% | +3,318.1% | -3,210.8% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling