+165.8%
RTX vs CELH
-9.3%
+175.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +3.9% | +0.5% |
| 7D | -2.0% | -15.8% | +13.8% | -1.0% |
| 30D | -11.2% | -5.2% | -6.0% | -11.0% |
| 3M | +12.0% | -6.1% | +18.2% | +12.0% |
| 6M | -3.6% | -40.9% | +37.3% | -1.1% |
| YTD | +9.2% | -41.8% | +51.0% | +11.9% |
| 1Y | +29.7% | -52.6% | +82.3% | +34.1% |
| 3Y | +152.0% | -60.4% | +212.3% | +159.1% |
| 5Y | +165.8% | -12.6% | +178.4% | +140.1% |
| All | +165.8% | -9.3% | +175.1% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling