+538.7%
RSP vs CELH
+305.2%
+233.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | +2.4% | +0.8% | +1.6% | +2.3% |
| 30D | +4.3% | +19.3% | -15.0% | +3.8% |
| 3M | -0.3% | +12.6% | -13.0% | -0.6% |
| 6M | +9.8% | +16.4% | -6.5% | +9.2% |
| YTD | +16.8% | -29.1% | +46.0% | +17.4% |
| 1Y | +19.5% | -26.3% | +45.8% | +19.9% |
| 3Y | +65.1% | -40.1% | +105.3% | +65.2% |
| 5Y | +48.7% | +16.7% | +32.0% | +45.5% |
| 10Y | +213.6% | +4,466.2% | -4,252.6% | +185.9% |
| All | +538.7% | +305.2% | +233.5% | +404.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling