Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CELH vs RY✓SelectedUSD · RYCELH vs RY performance historyLatest closeAs of-3.01%09/04
Stock and ETF performance explorer

CELH vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+130.0%
RY return
+844.2%
Excess return
-714.3%
Maximum drawdown
-99.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-3.0%-0.7%-2.3%-2.7%
7D-7.0%+3.1%-10.1%-8.4%
30D+5.2%-0.3%+5.5%+5.2%
3M+10.5%+8.7%+1.8%+5.9%
6M-32.7%+28.5%-61.3%-40.6%
YTD-33.0%+25.1%-58.1%-40.2%
1Y-49.5%+46.3%-95.8%-58.3%
3Y-52.6%+154.9%-207.6%-70.2%
5Y+5.2%+140.3%-135.1%-31.0%
10Y+4,178.1%+377.0%+3,801.1%+2,005.5%
All+130.0%+844.2%-714.3%+2.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling