-59.1%
CELH vs AUR
+84.2%
-143.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | -11.2% | +1.4% | -12.6% | -11.3% |
| 30D | -1.4% | -6.4% | +5.0% | -1.1% |
| 3M | -4.2% | +7.7% | -11.9% | -4.9% |
| 6M | -40.5% | +44.5% | -85.0% | -42.8% |
| YTD | -40.5% | +67.4% | -107.9% | -43.6% |
| 1Y | -53.0% | +15.4% | -68.4% | -54.4% |
| 3Y | -59.1% | +94.8% | -153.9% | -63.2% |
| All | -59.1% | +84.2% | -143.3% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling