+1.2%
CELH vs RY
+140.3%
-139.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.0% |
| 7D | -3.8% | +2.7% | -6.5% | -5.7% |
| 30D | +6.4% | -1.0% | +7.4% | +7.0% |
| 3M | +5.6% | +7.6% | -2.1% | -0.9% |
| 6M | -31.1% | +29.5% | -60.6% | -44.6% |
| YTD | -35.4% | +24.2% | -59.5% | -46.5% |
| 1Y | -46.9% | +46.4% | -93.3% | -61.7% |
| 3Y | -56.0% | +159.4% | -215.4% | -81.9% |
| 5Y | +1.2% | +141.8% | -140.6% | -53.7% |
| All | +1.2% | +140.3% | -139.1% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling