+65.1%
RSP vs CELH
-43.7%
+108.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.1% |
| 3M | -0.3% | +12.6% | -13.0% | -1.2% |
| 6M | +9.8% | +16.4% | -6.5% | +8.3% |
| YTD | +16.8% | -29.1% | +46.0% | +18.4% |
| 1Y | +19.5% | -26.3% | +45.8% | +20.7% |
| 3Y | +65.1% | -40.1% | +105.3% | +64.3% |
| All | +65.1% | -43.7% | +108.8% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling