+99.7%
CELH vs TROW
+319.0%
-219.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -15.8% | -3.0% | -12.8% | -14.8% |
| 30D | -5.2% | -5.5% | +0.3% | -3.2% |
| 3M | -6.1% | +2.3% | -8.4% | -6.7% |
| 6M | -40.9% | +23.9% | -64.8% | -45.3% |
| YTD | -41.8% | +7.9% | -49.7% | -43.5% |
| 1Y | -52.6% | +6.1% | -58.8% | -53.8% |
| 3Y | -60.4% | +13.8% | -74.2% | -62.5% |
| 5Y | -12.6% | -38.2% | +25.6% | +0.1% |
| 10Y | +3,704.3% | +131.3% | +3,573.0% | +3,141.0% |
| All | +99.7% | +319.0% | -219.3% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling