+3,733.8%
CELH vs RRC
+4.9%
+3,728.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.4% |
| 7D | -11.2% | -1.8% | -9.4% | -11.0% |
| 30D | -1.4% | +2.7% | -4.1% | -1.8% |
| 3M | -4.2% | +8.8% | -13.0% | -5.4% |
| 6M | -40.5% | -1.2% | -39.3% | -40.6% |
| YTD | -40.5% | +17.6% | -58.1% | -42.1% |
| 1Y | -53.0% | +18.4% | -71.4% | -54.4% |
| 3Y | -59.1% | +33.1% | -92.1% | -61.3% |
| 5Y | -10.7% | +148.2% | -158.9% | -22.3% |
| All | +3,733.8% | +4.9% | +3,728.9% | +2,672.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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