+279.2%
RTX vs CELH
+3,788.6%
-3,509.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | -1.5% | -11.2% | +9.7% | -0.8% |
| 30D | -11.0% | -1.4% | -9.5% | -11.0% |
| 3M | +7.7% | -4.2% | +11.8% | +7.5% |
| 6M | -3.9% | -40.5% | +36.6% | -1.1% |
| YTD | +9.0% | -40.5% | +49.4% | +11.9% |
| 1Y | +27.3% | -53.0% | +80.3% | +32.2% |
| 3Y | +172.9% | -59.1% | +232.0% | +179.5% |
| 5Y | +165.2% | -10.7% | +175.9% | +144.8% |
| All | +279.2% | +3,788.6% | -3,509.4% | +156.7% |
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