+211.0%
RSP vs CELH
+4,466.2%
-4,255.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +2.4% | +0.8% | +1.6% | +2.3% |
| 30D | +4.3% | +19.3% | -15.0% | +2.7% |
| 3M | -0.3% | +12.6% | -13.0% | -1.5% |
| 6M | +9.8% | +16.4% | -6.5% | +7.6% |
| YTD | +16.8% | -29.1% | +46.0% | +18.9% |
| 1Y | +19.5% | -26.3% | +45.8% | +21.1% |
| 3Y | +65.1% | -40.1% | +105.3% | +64.8% |
| 5Y | +48.7% | +16.7% | +32.0% | +34.0% |
| All | +211.0% | +4,466.2% | -4,255.2% | +107.5% |
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