+4,043.9%
CELH vs BURL
+206.3%
+3,837.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -2.3% |
| 7D | -3.8% | -2.6% | -1.2% | -3.0% |
| 30D | +6.4% | -30.8% | +37.2% | +20.5% |
| 3M | +5.6% | -18.7% | +24.2% | +12.6% |
| 6M | -31.1% | -16.4% | -14.7% | -27.6% |
| YTD | -35.4% | -11.6% | -23.8% | -33.7% |
| 1Y | -46.9% | -12.0% | -34.9% | -46.2% |
| 3Y | -56.0% | +63.6% | -119.6% | -66.8% |
| 5Y | +1.2% | -12.6% | +13.8% | -6.6% |
| 10Y | +4,043.9% | +206.5% | +3,837.4% | +2,744.3% |
| All | +4,043.9% | +206.3% | +3,837.6% | +2,744.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling