+3,650.7%
CELH vs RY
+377.5%
+3,273.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.4% |
| 7D | -15.8% | -2.9% | -12.9% | -14.1% |
| 30D | -5.2% | -2.0% | -3.2% | -4.0% |
| 3M | -6.1% | +4.9% | -11.0% | -9.3% |
| 6M | -40.9% | +26.1% | -67.0% | -49.6% |
| YTD | -41.8% | +22.4% | -64.2% | -49.5% |
| 1Y | -52.6% | +44.7% | -97.4% | -63.3% |
| 3Y | -60.4% | +155.7% | -216.0% | -79.4% |
| 5Y | -12.6% | +137.7% | -150.3% | -51.4% |
| All | +3,650.7% | +377.5% | +3,273.2% | +1,638.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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