+121.7%
CELH vs RVTY
+546.3%
-424.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.8% |
| 7D | -3.8% | +0.4% | -4.2% | -3.9% |
| 30D | +6.4% | +10.8% | -4.4% | +3.0% |
| 3M | +5.6% | +26.8% | -21.2% | -2.6% |
| 6M | -31.1% | +39.3% | -70.5% | -38.7% |
| YTD | -35.4% | +31.6% | -67.0% | -41.7% |
| 1Y | -46.9% | +47.7% | -94.6% | -53.8% |
| 3Y | -56.0% | +19.9% | -75.9% | -59.8% |
| 5Y | +1.2% | -32.3% | +33.6% | +8.5% |
| 10Y | +4,043.9% | +138.4% | +3,905.5% | +3,415.8% |
| All | +121.7% | +546.3% | -424.6% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling