-84.1%
RIVN vs CELH
-17.1%
-67.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.8% |
| 7D | +1.8% | -11.2% | +13.1% | +5.4% |
| 30D | +0.6% | -1.4% | +2.1% | +0.6% |
| 3M | +3.2% | -4.2% | +7.3% | +2.9% |
| 6M | -3.7% | -40.5% | +36.7% | +9.8% |
| YTD | -18.7% | -40.5% | +21.8% | -8.0% |
| 1Y | +14.7% | -53.0% | +67.8% | +36.4% |
| 3Y | -31.5% | -59.1% | +27.5% | -23.8% |
| All | -84.1% | -17.1% | -67.0% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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