+3,733.8%
CELH vs RVTY
+145.6%
+3,588.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +0.8% |
| 7D | -11.2% | -4.5% | -6.7% | -9.0% |
| 30D | -1.4% | +5.5% | -6.9% | -4.1% |
| 3M | -4.2% | +22.5% | -26.7% | -14.3% |
| 6M | -40.5% | +38.9% | -79.4% | -50.7% |
| YTD | -40.5% | +28.7% | -69.2% | -49.2% |
| 1Y | -53.0% | +45.5% | -98.5% | -62.5% |
| 3Y | -59.1% | +16.4% | -75.4% | -64.7% |
| 5Y | -10.7% | -32.7% | +22.0% | +3.4% |
| All | +3,733.8% | +145.6% | +3,588.2% | +2,640.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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