-56.0%
CELH vs RY
+159.6%
-215.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.2% |
| 7D | -3.8% | +2.7% | -6.5% | -5.1% |
| 30D | +6.4% | -1.0% | +7.4% | +6.8% |
| 3M | +5.6% | +7.6% | -2.1% | +1.0% |
| 6M | -31.1% | +29.5% | -60.6% | -41.0% |
| YTD | -35.4% | +24.2% | -59.5% | -43.4% |
| 1Y | -46.9% | +46.4% | -93.3% | -58.0% |
| 3Y | -56.0% | +159.4% | -215.4% | -76.1% |
| All | -56.0% | +159.6% | -215.6% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling