-53.4%
CELH vs BURL
+63.9%
-117.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.5% |
| 7D | -7.0% | -2.8% | -4.2% | -6.6% |
| 30D | +5.2% | -28.2% | +33.3% | +11.3% |
| 3M | +10.5% | -17.6% | +28.1% | +14.0% |
| 6M | -32.7% | -11.8% | -20.9% | -31.6% |
| YTD | -33.0% | -8.1% | -24.8% | -32.4% |
| 1Y | -49.5% | -12.0% | -37.6% | -48.9% |
| All | -53.4% | +63.9% | -117.3% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling