-53.0%
CELH vs AUR
+17.8%
-70.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.0% |
| 7D | -11.2% | +1.4% | -12.6% | -11.4% |
| 30D | -1.4% | -6.4% | +5.0% | -1.0% |
| 3M | -4.2% | +7.7% | -11.9% | -5.3% |
| 6M | -40.5% | +44.5% | -85.0% | -46.2% |
| YTD | -40.5% | +67.4% | -107.9% | -49.1% |
| 1Y | -53.0% | +15.4% | -68.4% | -57.8% |
| All | -53.0% | +17.8% | -70.8% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling