+99.7%
CELH vs RSG
+1,094.3%
-994.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.4% |
| 7D | -15.8% | -1.8% | -14.0% | -15.2% |
| 30D | -5.2% | +2.8% | -8.0% | -6.0% |
| 3M | -6.1% | +4.3% | -10.4% | -7.6% |
| 6M | -40.9% | -0.5% | -40.3% | -41.0% |
| YTD | -41.8% | +5.2% | -47.0% | -43.2% |
| 1Y | -52.6% | -2.1% | -50.5% | -52.6% |
| 3Y | -60.4% | +56.5% | -116.9% | -66.9% |
| 5Y | -12.6% | +89.5% | -102.1% | -31.2% |
| 10Y | +3,704.3% | +424.8% | +3,279.5% | +2,217.1% |
| All | +99.7% | +1,094.3% | -994.6% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling