-59.1%
CELH vs TROW
+11.3%
-70.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | -11.2% | -3.2% | -8.0% | -9.6% |
| 30D | -1.4% | -4.6% | +3.2% | +1.2% |
| 3M | -4.2% | -0.7% | -3.5% | -3.4% |
| 6M | -40.5% | +22.2% | -62.7% | -46.5% |
| YTD | -40.5% | +6.6% | -47.1% | -42.9% |
| 1Y | -53.0% | +5.8% | -58.8% | -54.7% |
| 3Y | -59.1% | +11.6% | -70.7% | -59.6% |
| All | -59.1% | +11.3% | -70.4% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling