+3,733.8%
CELH vs TROW
+130.0%
+3,603.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +3.0% |
| 7D | -11.2% | -3.2% | -8.0% | -9.3% |
| 30D | -1.4% | -4.6% | +3.2% | +1.8% |
| 3M | -4.2% | -0.7% | -3.5% | -3.5% |
| 6M | -40.5% | +22.2% | -62.7% | -48.0% |
| YTD | -40.5% | +6.6% | -47.1% | -43.6% |
| 1Y | -53.0% | +5.8% | -58.8% | -55.3% |
| 3Y | -59.1% | +11.6% | -70.7% | -63.4% |
| 5Y | -10.7% | -38.9% | +28.2% | +16.7% |
| All | +3,733.8% | +130.0% | +3,603.8% | +3,103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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