+203.4%
RSP vs CELH
+3,704.3%
-3,500.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.4% |
| 7D | -3.1% | -15.8% | +12.6% | -1.7% |
| 30D | -3.4% | -5.2% | +1.8% | -3.1% |
| 3M | +3.6% | -6.1% | +9.7% | +3.6% |
| 6M | +9.0% | -40.9% | +49.8% | +13.0% |
| YTD | +12.2% | -41.8% | +54.0% | +16.2% |
| 1Y | +15.6% | -52.6% | +68.2% | +21.2% |
| 3Y | +51.6% | -60.4% | +112.0% | +56.8% |
| 5Y | +50.4% | -12.6% | +63.1% | +38.6% |
| All | +203.4% | +3,704.3% | -3,500.9% | +106.2% |
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