+130.0%
CELH vs RY
+844.2%
-714.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 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