-41.1%
CELH vs BURL
+94.4%
-135.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.2% |
| 7D | +6.2% | +0.4% | +5.7% | +6.1% |
| 30D | +14.2% | -4.3% | +18.5% | +15.0% |
| 3M | +15.5% | -28.8% | +44.2% | +21.6% |
| 6M | +7.7% | -12.8% | +20.5% | +9.4% |
| YTD | -30.3% | -12.8% | -17.5% | -29.1% |
| 1Y | -29.0% | -12.3% | -16.7% | -28.0% |
| All | -41.1% | +94.4% | -135.5% | -43.6% |
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