-46.9%
CELH vs BURL
-12.4%
-34.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -3.2% |
| 7D | -3.8% | -2.6% | -1.2% | -3.5% |
| 30D | +6.4% | -30.8% | +37.2% | +9.5% |
| 3M | +5.6% | -18.7% | +24.2% | +7.3% |
| 6M | -31.1% | -16.4% | -14.7% | -29.9% |
| YTD | -35.4% | -11.6% | -23.8% | -33.7% |
| 1Y | -46.9% | -12.0% | -34.9% | -45.2% |
| All | -46.9% | -12.4% | -34.5% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BURL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling