-59.1%
CELH vs RUN
-39.0%
-20.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | -11.2% | -3.7% | -7.5% | -10.7% |
| 30D | -1.4% | -13.0% | +11.6% | +0.6% |
| 3M | -4.2% | -31.8% | +27.6% | +1.3% |
| 6M | -40.5% | -32.2% | -8.2% | -37.4% |
| YTD | -40.5% | -53.5% | +13.0% | -35.4% |
| 1Y | -53.0% | -46.5% | -6.5% | -50.3% |
| 3Y | -59.1% | -37.6% | -21.4% | -60.9% |
| All | -59.1% | -39.0% | -20.1% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling