-6.1%
CELH vs RSG
+89.9%
-96.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.5% | +1.8% |
| 7D | -11.2% | 0.0% | -11.2% | -11.2% |
| 30D | -1.4% | +4.0% | -5.4% | -3.4% |
| 3M | -4.2% | +7.4% | -11.5% | -7.9% |
| 6M | -40.5% | +0.1% | -40.6% | -40.7% |
| YTD | -40.5% | +6.0% | -46.5% | -43.1% |
| 1Y | -53.0% | -3.0% | -50.0% | -52.6% |
| 3Y | -59.1% | +56.5% | -115.5% | -73.5% |
| All | -6.1% | +89.9% | -96.0% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling